+201.0%
NRG vs AMC
-99.2%
+300.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | -0.9% |
| 7D | +10.0% | +3.5% | +6.5% | +9.8% |
| 30D | -3.2% | +12.5% | -15.7% | -3.8% |
| 3M | -18.5% | +23.6% | -42.1% | -19.4% |
| 6M | -25.3% | +144.4% | -169.7% | -28.8% |
| YTD | -38.1% | +108.3% | -146.5% | -40.8% |
| 1Y | -40.7% | +38.9% | -79.6% | -42.4% |
| 3Y | +121.8% | -58.9% | +180.6% | +121.4% |
| All | +201.0% | -99.2% | +300.2% | +242.0% |
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 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