+493.2%
NRG vs ALM
+8,394.4%
-7,901.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.8% | -8.3% | +0.5% |
| 7D | +9.3% | +8.4% | +0.8% | +9.2% |
| 30D | +1.3% | +34.8% | -33.6% | +1.2% |
| 3M | -6.0% | +16.2% | -22.2% | -6.1% |
| 6M | -22.0% | +2.1% | -24.1% | -22.0% |
| YTD | -24.1% | +117.0% | -141.2% | -24.4% |
| 1Y | -18.0% | +313.9% | -331.9% | -18.4% |
| 3Y | +220.0% | +2,327.9% | -2,107.9% | +217.0% |
| 5Y | +201.1% | +1,040.6% | -839.5% | +198.5% |
| 10Y | +1,085.1% | +3,219.4% | -2,134.3% | +1,072.0% |
| All | +493.2% | +8,394.4% | -7,901.1% | +489.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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