-27.3%
NRG vs AMCR
+9.4%
-36.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +1.9% |
| 7D | -4.7% | -6.3% | +1.6% | -3.7% |
| 30D | -6.0% | -7.8% | +1.8% | -4.8% |
| 3M | -8.0% | +7.5% | -15.5% | -10.6% |
| 6M | -23.2% | +2.7% | -25.8% | -26.0% |
| YTD | -28.1% | +6.0% | -34.1% | -29.3% |
| 1Y | -27.3% | +7.8% | -35.1% | -27.2% |
| All | -27.3% | +9.4% | -36.6% | -27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling