+1,065.2%
NRG vs AMCR
+14.6%
+1,050.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +2.2% |
| 7D | -4.7% | -6.3% | +1.6% | -2.3% |
| 30D | -6.0% | -7.8% | +1.8% | -3.1% |
| 3M | -8.0% | +7.5% | -15.5% | -11.3% |
| 6M | -23.2% | +2.7% | -25.8% | -25.0% |
| YTD | -28.1% | +6.0% | -34.1% | -31.0% |
| 1Y | -27.3% | +7.8% | -35.1% | -30.9% |
| 3Y | +208.7% | +5.8% | +202.9% | +188.4% |
| 5Y | +197.7% | -11.6% | +209.3% | +198.1% |
| All | +1,065.2% | +14.6% | +1,050.5% | +811.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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