+87.0%
NXPI vs ABCL
-81.2%
+168.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.6% |
| 7D | +6.8% | -3.3% | +10.0% | +7.3% |
| 30D | +20.0% | -7.1% | +27.2% | +21.0% |
| 3M | +14.8% | +4.7% | +10.1% | +12.8% |
| 6M | -10.5% | +140.9% | -151.3% | -25.7% |
| YTD | +23.7% | +236.0% | -212.2% | -5.0% |
| 1Y | +34.1% | +217.4% | -183.3% | +3.8% |
| 3Y | +51.2% | +188.7% | -137.5% | +10.3% |
| 5Y | +33.4% | -23.5% | +56.9% | +14.2% |
| All | +87.0% | -81.2% | +168.2% | +72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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