+448.9%
NRG vs AG
+451.1%
-2.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.1% | -5.6% | -3.8% |
| 7D | +3.9% | -0.1% | +3.9% | +3.8% |
| 30D | -3.0% | +12.5% | -15.4% | -4.5% |
| 3M | -10.9% | +28.2% | -39.1% | -14.1% |
| 6M | -25.3% | -18.8% | -6.4% | -24.2% |
| YTD | -26.8% | +27.4% | -54.2% | -30.4% |
| 1Y | -23.3% | +132.2% | -155.5% | -32.8% |
| 3Y | +208.6% | +286.9% | -78.3% | +144.6% |
| 5Y | +194.1% | +72.8% | +121.4% | +148.5% |
| 10Y | +1,123.6% | +74.6% | +1,049.0% | +813.0% |
| All | +448.9% | +451.1% | -2.2% | +121.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling