-18.6%
NRG vs AS
-21.9%
+3.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +3.6% | +2.8% | +5.4% |
| 7D | +7.1% | -4.9% | +12.0% | +8.5% |
| 30D | -1.4% | -19.6% | +18.2% | +4.6% |
| 3M | -10.5% | -14.4% | +3.9% | -7.3% |
| 6M | -26.7% | -20.1% | -6.6% | -23.4% |
| YTD | -24.5% | -20.9% | -3.6% | -21.5% |
| 1Y | -18.6% | -21.9% | +3.3% | -20.5% |
| All | -18.6% | -21.9% | +3.3% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling