+1,065.2%
NRG vs APTV
-16.1%
+1,081.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -4.7% | -5.0% | +0.4% | -3.3% |
| 30D | -6.0% | -6.1% | +0.1% | -4.2% |
| 3M | -8.0% | -33.0% | +25.0% | +3.4% |
| 6M | -23.2% | -35.2% | +12.1% | -13.7% |
| YTD | -28.1% | -40.1% | +12.1% | -17.6% |
| 1Y | -27.3% | -45.6% | +18.3% | -14.4% |
| 3Y | +208.7% | -54.4% | +263.0% | +267.7% |
| 5Y | +197.7% | -68.9% | +266.6% | +283.6% |
| All | +1,065.2% | -16.1% | +1,081.3% | +1,024.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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