-27.3%
NRG vs APD
+3.9%
-31.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.6% |
| 7D | -4.7% | -3.3% | -1.4% | -4.9% |
| 30D | -6.0% | -4.2% | -1.8% | -6.2% |
| 3M | -8.0% | +5.4% | -13.4% | -7.7% |
| 6M | -23.2% | +6.3% | -29.4% | -22.6% |
| YTD | -28.1% | +20.3% | -48.4% | -27.2% |
| 1Y | -27.3% | +1.6% | -28.9% | -22.0% |
| All | -27.3% | +3.9% | -31.2% | -22.0% |
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