+242.7%
NRG vs ALC
+24.0%
+218.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.2% | +8.6% | +7.3% |
| 7D | +7.1% | -2.1% | +9.2% | +8.0% |
| 30D | -1.4% | -0.1% | -1.3% | -1.5% |
| 3M | -10.5% | +5.9% | -16.3% | -13.1% |
| 6M | -26.7% | -15.9% | -10.8% | -21.9% |
| YTD | -24.5% | -10.1% | -14.4% | -21.9% |
| 1Y | -18.6% | -10.2% | -8.3% | -16.2% |
| 3Y | +227.1% | -13.6% | +240.7% | +235.5% |
| 5Y | +198.8% | -15.1% | +213.9% | +202.3% |
| All | +242.7% | +24.0% | +218.6% | +165.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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