+194.1%
NRG vs AMC
-99.5%
+293.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.9% | +0.3% | -3.4% |
| 7D | +3.9% | -6.8% | +10.7% | +4.2% |
| 30D | -3.0% | +1.7% | -4.6% | -3.1% |
| 3M | -10.9% | +26.8% | -37.7% | -12.3% |
| 6M | -25.3% | +117.7% | -143.0% | -28.5% |
| YTD | -26.8% | +57.7% | -84.5% | -29.1% |
| 1Y | -23.3% | -12.5% | -10.8% | -24.0% |
| 3Y | +208.6% | -65.7% | +274.3% | +210.3% |
| 5Y | +194.1% | -99.5% | +293.6% | +247.7% |
| All | +194.1% | -99.5% | +293.6% | +247.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling