+1,516.1%
NRG vs AME
+3,790.2%
-2,274.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -2.9% | -3.2% |
| 7D | +3.9% | +1.3% | +2.5% | +3.1% |
| 30D | -3.0% | -6.6% | +3.6% | +1.2% |
| 3M | -10.9% | +3.0% | -13.9% | -12.8% |
| 6M | -25.3% | +5.3% | -30.6% | -27.8% |
| YTD | -26.8% | +15.4% | -42.3% | -33.1% |
| 1Y | -23.3% | +26.8% | -50.1% | -34.2% |
| 3Y | +208.6% | +56.5% | +152.1% | +132.7% |
| 5Y | +194.1% | +85.2% | +108.9% | +98.8% |
| 10Y | +1,123.6% | +428.5% | +695.0% | +331.2% |
| All | +1,516.1% | +3,790.2% | -2,274.1% | +146.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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