+208.7%
NXPI vs AA
+45.1%
+163.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.4% | +6.4% | +3.3% |
| 7D | -0.5% | +1.2% | -1.7% | -0.8% |
| 30D | +15.0% | -5.0% | +20.0% | +16.7% |
| 3M | +12.6% | -22.2% | +34.8% | +20.8% |
| 6M | -10.6% | -36.3% | +25.8% | +1.3% |
| YTD | +22.1% | -24.2% | +46.3% | +28.4% |
| 1Y | +29.8% | +3.9% | +25.9% | +23.3% |
| 3Y | +47.8% | +67.6% | -19.8% | +15.6% |
| 5Y | +33.9% | -8.8% | +42.7% | +14.3% |
| 10Y | +208.7% | +45.0% | +163.8% | +70.5% |
| All | +208.7% | +45.1% | +163.7% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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