+87.0%
NRG vs AS
+123.4%
-36.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.1% | -0.7% |
| 7D | +10.0% | -4.9% | +14.8% | +11.6% |
| 30D | -3.2% | +3.9% | -7.1% | -4.6% |
| 3M | -18.5% | -9.6% | -8.9% | -16.5% |
| 6M | -25.3% | -8.7% | -16.6% | -24.2% |
| YTD | -38.1% | -19.8% | -18.3% | -35.2% |
| 1Y | -40.7% | -1.5% | -39.1% | -41.6% |
| All | +87.0% | +123.4% | -36.5% | +58.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling