+1,575.9%
NRG vs APA
+72.2%
+1,503.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | 0.0% |
| 7D | +9.3% | -1.7% | +10.9% | +9.7% |
| 30D | +1.3% | +15.7% | -14.5% | -3.5% |
| 3M | -6.0% | +16.5% | -22.4% | -11.3% |
| 6M | -22.0% | +35.1% | -57.1% | -31.0% |
| YTD | -24.1% | +82.2% | -106.3% | -39.4% |
| 1Y | -18.0% | +102.5% | -120.5% | -37.5% |
| 3Y | +220.0% | +10.3% | +209.7% | +183.3% |
| 5Y | +201.1% | +166.1% | +35.0% | +83.4% |
| 10Y | +1,085.1% | -4.9% | +1,090.0% | +628.1% |
| All | +1,575.9% | +72.2% | +1,503.7% | +726.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling