-23.3%
NRG vs AMIX
-81.1%
+57.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.6% |
| 7D | +3.9% | +1.6% | +2.3% | +3.9% |
| 30D | -3.0% | -50.8% | +47.8% | -4.9% |
| 3M | -10.9% | -46.3% | +35.4% | +3.7% |
| 6M | -25.3% | -49.9% | +24.6% | -13.7% |
| YTD | -26.8% | -60.4% | +33.6% | -15.4% |
| 1Y | -23.3% | -81.7% | +58.4% | -4.3% |
| All | -23.3% | -81.1% | +57.8% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 AMIX 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