-49.7%
NRG vs APD
+36.4%
-86.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +1.9% | -15.4% | -13.3% |
| 7D | -13.7% | +3.8% | -17.5% | -13.4% |
| 30D | -13.6% | +14.1% | -27.7% | -12.6% |
| 3M | -28.5% | +8.2% | -36.7% | -27.9% |
| 6M | -45.8% | +7.5% | -53.3% | -45.4% |
| YTD | -46.9% | +31.7% | -78.6% | -45.4% |
| 1Y | -49.7% | +35.1% | -84.8% | -47.8% |
| All | -49.7% | +36.4% | -86.1% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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