-18.6%
NRG vs APD
+6.0%
-24.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.0% | +7.4% | +6.4% |
| 7D | +7.1% | -2.2% | +9.3% | +7.0% |
| 30D | -1.4% | +2.1% | -3.5% | -1.2% |
| 3M | -10.5% | +7.2% | -17.6% | -10.0% |
| 6M | -26.7% | +11.2% | -38.0% | -25.8% |
| YTD | -24.5% | +24.4% | -48.9% | -23.2% |
| 1Y | -18.6% | +6.7% | -25.2% | -14.1% |
| All | -18.6% | +6.0% | -24.6% | -14.1% |
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