+650.0%
NRG vs APTV
+173.4%
+476.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.7% | -0.9% | -2.8% |
| 7D | +3.9% | -1.2% | +5.0% | +4.2% |
| 30D | -3.0% | -10.6% | +7.7% | +0.4% |
| 3M | -10.9% | -35.0% | +24.1% | +1.2% |
| 6M | -25.3% | -38.9% | +13.6% | -14.4% |
| YTD | -26.8% | -41.5% | +14.7% | -15.5% |
| 1Y | -23.3% | -45.8% | +22.5% | -9.4% |
| 3Y | +208.6% | -55.7% | +264.3% | +272.4% |
| 5Y | +194.1% | -70.1% | +264.3% | +285.6% |
| 10Y | +1,123.6% | -19.1% | +1,142.7% | +955.6% |
| All | +650.0% | +173.4% | +476.6% | +311.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling