-27.3%
NRG vs APA
+101.6%
-128.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.7% |
| 7D | -4.7% | +4.6% | -9.3% | -4.2% |
| 30D | -6.0% | +11.9% | -17.9% | -4.8% |
| 3M | -8.0% | +22.5% | -30.4% | -5.7% |
| 6M | -23.2% | +37.5% | -60.7% | -21.4% |
| YTD | -28.1% | +87.2% | -115.2% | -26.5% |
| 1Y | -27.3% | +101.4% | -128.7% | -25.5% |
| All | -27.3% | +101.6% | -128.9% | -25.5% |
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