+188.8%
NRG vs APA
+172.0%
+16.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.1% |
| 7D | -0.2% | +0.8% | -1.0% | -0.4% |
| 30D | -6.8% | +9.6% | -16.4% | -8.6% |
| 3M | -7.1% | +18.0% | -25.1% | -10.6% |
| 6M | -27.6% | +41.9% | -69.4% | -34.0% |
| YTD | -29.2% | +86.3% | -115.5% | -39.9% |
| 1Y | -29.9% | +97.9% | -127.8% | -41.9% |
| 3Y | +198.7% | +12.8% | +185.9% | +163.3% |
| All | +188.8% | +172.0% | +16.8% | +125.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling