+75.1%
NXPI vs ABCL
-80.5%
+155.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.7% | -5.2% | +0.5% |
| 7D | -4.4% | -3.2% | -1.2% | -4.0% |
| 30D | +5.6% | -7.4% | +13.0% | +6.5% |
| 3M | +7.6% | +81.9% | -74.3% | -4.3% |
| 6M | -17.6% | +135.7% | -153.3% | -31.3% |
| YTD | +15.9% | +247.4% | -231.5% | -11.4% |
| 1Y | +22.4% | +162.3% | -139.9% | -2.0% |
| 3Y | +43.2% | +165.5% | -122.2% | +6.0% |
| 5Y | +21.4% | -21.3% | +42.7% | +3.4% |
| All | +75.1% | -80.5% | +155.7% | +61.0% |
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