+1,575.9%
NRG vs APD
+1,049.3%
+526.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.2% |
| 7D | +9.3% | -2.5% | +11.7% | +10.7% |
| 30D | +1.3% | -1.9% | +3.2% | +2.2% |
| 3M | -6.0% | +8.2% | -14.2% | -10.8% |
| 6M | -22.0% | +10.7% | -32.7% | -27.1% |
| YTD | -24.1% | +22.9% | -47.1% | -33.6% |
| 1Y | -18.0% | +5.8% | -23.8% | -23.0% |
| 3Y | +220.0% | +7.8% | +212.3% | +186.4% |
| 5Y | +201.1% | +26.1% | +175.0% | +138.7% |
| 10Y | +1,085.1% | +163.7% | +921.4% | +457.2% |
| All | +1,575.9% | +1,049.3% | +526.6% | +204.0% |
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 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