+1,921.9%
NXPI vs AA
+62.7%
+1,859.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.1% |
| 3M | +7.6% | -16.3% | +24.0% | +13.9% |
| 6M | -17.6% | -37.1% | +19.6% | -4.3% |
| YTD | +15.9% | -25.0% | +40.9% | +23.2% |
| 1Y | +22.4% | +8.6% | +13.8% | +13.3% |
| 3Y | +43.2% | +57.2% | -14.0% | +9.0% |
| 5Y | +21.4% | -13.0% | +34.4% | +1.4% |
| 10Y | +186.8% | +65.5% | +121.3% | +28.8% |
| All | +1,921.9% | +62.7% | +1,859.2% | +758.9% |
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