+128.9%
NRG vs AMIX
-99.9%
+228.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.9% | +8.3% | +6.4% |
| 7D | +7.1% | -13.7% | +20.8% | +6.7% |
| 30D | -1.4% | -62.1% | +60.6% | -3.6% |
| 3M | -10.5% | -46.2% | +35.7% | -1.0% |
| 6M | -26.7% | -46.4% | +19.7% | -19.2% |
| YTD | -24.5% | -60.3% | +35.7% | -16.6% |
| 1Y | -18.6% | -79.7% | +61.1% | -9.7% |
| All | +128.9% | -99.9% | +228.8% | +173.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling