+2,030.0%
NXPI vs AA
+64.5%
+1,965.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.4% | +6.4% | +3.5% |
| 7D | -0.5% | +1.2% | -1.7% | -0.9% |
| 30D | +15.0% | -5.0% | +20.0% | +16.9% |
| 3M | +12.6% | -22.2% | +34.8% | +22.2% |
| 6M | -10.6% | -36.3% | +25.8% | +3.2% |
| YTD | +22.1% | -24.2% | +46.3% | +29.1% |
| 1Y | +29.8% | +3.9% | +25.9% | +22.0% |
| 3Y | +47.8% | +67.6% | -19.8% | +9.9% |
| 5Y | +33.9% | -8.8% | +42.7% | +9.8% |
| 10Y | +208.7% | +45.0% | +163.8% | +49.8% |
| All | +2,030.0% | +64.5% | +1,965.5% | +800.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling