-29.9%
NRG vs AMC
-16.3%
-13.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.1% | +0.8% | -2.9% |
| 7D | -0.2% | -7.1% | +6.9% | +0.5% |
| 30D | -6.8% | -1.7% | -5.1% | -6.7% |
| 3M | -7.1% | +13.5% | -20.6% | -9.1% |
| 6M | -27.6% | +112.6% | -140.2% | -36.6% |
| YTD | -29.2% | +51.3% | -80.5% | -35.0% |
| 1Y | -29.9% | -14.5% | -15.4% | -31.0% |
| All | -29.9% | -16.3% | -13.6% | -31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling