-18.6%
NRG vs APA
+94.6%
-113.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -3.2% | +9.6% | +6.1% |
| 7D | +7.1% | +0.5% | +6.6% | +7.1% |
| 30D | -1.4% | +23.4% | -24.8% | +0.2% |
| 3M | -10.5% | +12.7% | -23.1% | -9.3% |
| 6M | -26.7% | +39.4% | -66.2% | -26.3% |
| YTD | -24.5% | +79.0% | -103.5% | -25.1% |
| 1Y | -18.6% | +88.8% | -107.4% | -20.1% |
| All | -18.6% | +94.6% | -113.2% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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