+43.2%
NXPI vs AA
+52.9%
-9.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.9% | -1.3% | +0.6% |
| 7D | -4.4% | +0.9% | -5.3% | -4.6% |
| 30D | +5.6% | -6.7% | +12.2% | +7.9% |
| 3M | +7.6% | -16.3% | +24.0% | +13.3% |
| 6M | -17.6% | -37.1% | +19.6% | -5.5% |
| YTD | +15.9% | -25.0% | +40.9% | +21.7% |
| 1Y | +22.4% | +8.6% | +13.8% | +11.6% |
| 3Y | +43.2% | +57.2% | -14.0% | +8.3% |
| All | +43.2% | +52.9% | -9.6% | +8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling