-18.6%
NRG vs AMP
+11.4%
-29.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.8% | +7.2% | +6.5% |
| 7D | +7.1% | +0.2% | +6.9% | +7.0% |
| 30D | -1.4% | -0.1% | -1.3% | -1.4% |
| 3M | -10.5% | +23.6% | -34.0% | -13.5% |
| 6M | -26.7% | +20.4% | -47.1% | -28.8% |
| YTD | -24.5% | +15.4% | -40.0% | -27.2% |
| 1Y | -18.6% | +11.0% | -29.5% | -21.0% |
| All | -18.6% | +11.4% | -29.9% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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