+122.6%
NRG vs AHR
+356.1%
-233.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.9% |
| 7D | -4.7% | -2.1% | -2.6% | -3.9% |
| 30D | -6.0% | +1.9% | -7.8% | -6.7% |
| 3M | -8.0% | +15.7% | -23.6% | -14.4% |
| 6M | -23.2% | +2.5% | -25.7% | -24.9% |
| YTD | -28.1% | +15.0% | -43.1% | -33.0% |
| 1Y | -27.3% | +28.1% | -55.4% | -35.6% |
| All | +122.6% | +356.1% | -233.5% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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