+1,065.2%
NRG vs APD
+166.7%
+898.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.9% |
| 7D | -4.7% | -3.3% | -1.4% | -3.4% |
| 30D | -6.0% | -4.2% | -1.8% | -4.4% |
| 3M | -8.0% | +5.4% | -13.4% | -10.6% |
| 6M | -23.2% | +6.3% | -29.4% | -25.7% |
| YTD | -28.1% | +20.3% | -48.4% | -34.5% |
| 1Y | -27.3% | +1.6% | -28.9% | -29.1% |
| 3Y | +208.7% | +4.0% | +204.6% | +190.5% |
| 5Y | +197.7% | +23.3% | +174.3% | +151.3% |
| All | +1,065.2% | +166.7% | +898.5% | +538.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling