+639.7%
NRG vs AMP
+2,112.0%
-1,472.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.3% |
| 7D | -4.7% | -0.5% | -4.1% | -4.5% |
| 30D | -6.0% | -1.3% | -4.6% | -5.5% |
| 3M | -8.0% | +24.2% | -32.1% | -15.9% |
| 6M | -23.2% | +24.6% | -47.7% | -30.1% |
| YTD | -28.1% | +14.8% | -42.9% | -32.7% |
| 1Y | -27.3% | +12.8% | -40.0% | -31.6% |
| 3Y | +208.7% | +69.0% | +139.7% | +148.2% |
| 5Y | +197.7% | +124.9% | +72.8% | +110.6% |
| 10Y | +1,103.3% | +583.5% | +519.8% | +414.2% |
| All | +639.7% | +2,112.0% | -1,472.3% | +74.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling