+193.5%
NRG vs APTV
-69.3%
+262.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.3% |
| 3M | -8.0% | -33.0% | +25.0% | +2.9% |
| 6M | -23.2% | -35.2% | +12.1% | -14.1% |
| YTD | -28.1% | -40.1% | +12.1% | -18.1% |
| 1Y | -27.3% | -45.6% | +18.3% | -15.0% |
| 3Y | +208.7% | -54.4% | +263.0% | +263.3% |
| All | +193.5% | -69.3% | +262.8% | +265.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling