+203.7%
NRG vs AG
+260.2%
-56.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.9% | +1.6% | -2.4% |
| 7D | -0.2% | -5.8% | +5.6% | +0.8% |
| 30D | -6.8% | +6.4% | -13.2% | -7.8% |
| 3M | -7.1% | +28.4% | -35.5% | -11.3% |
| 6M | -27.6% | -24.5% | -3.1% | -25.6% |
| YTD | -29.2% | +21.2% | -50.4% | -32.7% |
| 1Y | -29.9% | +114.1% | -144.0% | -39.1% |
| All | +203.7% | +260.2% | -56.5% | +144.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling