+1,046.6%
NRG vs AMC
-99.0%
+1,145.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.1% | +0.8% | -3.1% |
| 7D | -0.2% | -7.1% | +6.9% | 0.0% |
| 30D | -6.8% | -1.7% | -5.1% | -6.8% |
| 3M | -7.1% | +13.5% | -20.6% | -7.7% |
| 6M | -27.6% | +112.6% | -140.2% | -29.2% |
| YTD | -29.2% | +51.3% | -80.5% | -30.3% |
| 1Y | -29.9% | -14.5% | -15.4% | -30.2% |
| 3Y | +198.7% | -67.1% | +265.8% | +199.4% |
| 5Y | +192.9% | -99.5% | +292.4% | +211.8% |
| All | +1,046.6% | -99.0% | +1,145.6% | +915.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 10y: compounded portfolio wealth divided by compounded AMC 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…
10y analysis · Full analysis span regression · 6 months rolling