+121.8%
NRG vs APD
+29.7%
+92.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +10.0% | +3.8% | +6.1% | +9.2% |
| 30D | -3.2% | +8.2% | -11.4% | -4.9% |
| 3M | -18.5% | +4.3% | -22.8% | -19.3% |
| 6M | -25.3% | +4.7% | -30.0% | -26.2% |
| YTD | -38.1% | +31.5% | -69.7% | -42.6% |
| 1Y | -40.7% | +23.5% | -64.2% | -44.1% |
| 3Y | +121.8% | +29.1% | +92.6% | +112.8% |
| All | +121.8% | +29.7% | +92.0% | +112.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling