+1,266.9%
NRG vs APD
+1,130.0%
+137.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +10.0% | +3.8% | +6.1% | +7.9% |
| 30D | -3.2% | +8.2% | -11.4% | -7.5% |
| 3M | -18.5% | +4.3% | -22.8% | -20.7% |
| 6M | -25.3% | +4.7% | -30.0% | -28.1% |
| YTD | -38.1% | +31.5% | -69.7% | -48.0% |
| 1Y | -40.7% | +23.5% | -64.2% | -48.7% |
| 3Y | +121.8% | +29.1% | +92.6% | +79.7% |
| 5Y | +209.2% | +15.9% | +193.4% | +158.9% |
| 10Y | +981.4% | +191.9% | +789.5% | +377.6% |
| All | +1,266.9% | +1,130.0% | +137.0% | +138.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling