+456.8%
NRG vs AMC
-98.1%
+554.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +4.3% | +2.1% | +6.3% |
| 7D | +7.1% | +2.3% | +4.8% | +7.0% |
| 30D | -1.4% | -0.7% | -0.7% | -1.4% |
| 3M | -10.5% | +35.2% | -45.7% | -11.6% |
| 6M | -26.7% | +124.6% | -151.3% | -28.8% |
| YTD | -24.5% | +69.9% | -94.4% | -26.2% |
| 1Y | -18.6% | -2.6% | -16.0% | -19.2% |
| 3Y | +227.1% | -79.8% | +306.9% | +231.4% |
| 5Y | +198.8% | -99.4% | +298.2% | +220.7% |
| 10Y | +1,122.3% | -98.9% | +1,221.1% | +1,156.2% |
| All | +456.8% | -98.1% | +554.9% | +407.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling