+1,747.1%
NXPI vs AA
+105.1%
+1,642.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +2.0% |
| 7D | +1.9% | -0.7% | +2.6% | +2.1% |
| 30D | -1.4% | +5.0% | -6.4% | -3.4% |
| 3M | -29.1% | -35.8% | +6.8% | -17.9% |
| 6M | +6.2% | -18.4% | +24.6% | +11.1% |
| YTD | +5.9% | -5.5% | +11.3% | +4.0% |
| 1Y | +2.9% | +61.0% | -58.1% | -17.8% |
| 3Y | +14.5% | +66.2% | -51.7% | -15.1% |
| 5Y | +17.1% | +11.4% | +5.7% | -11.6% |
| 10Y | +193.4% | +116.9% | +76.5% | +18.2% |
| All | +1,747.1% | +105.1% | +1,642.0% | +625.1% |
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