+34.5%
NXPI vs ABCL
-23.2%
+57.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +1.9% | -0.4% |
| 7D | +9.4% | +4.4% | +4.9% | +8.5% |
| 30D | +18.1% | -7.9% | +26.0% | +19.3% |
| 3M | +15.0% | +12.2% | +2.8% | +11.4% |
| 6M | -8.4% | +134.7% | -143.2% | -25.2% |
| YTD | +24.8% | +239.8% | -215.0% | -7.5% |
| 1Y | +33.3% | +192.7% | -159.4% | +1.7% |
| 3Y | +51.0% | +187.6% | -136.6% | +4.9% |
| 5Y | +34.5% | -22.6% | +57.2% | +12.9% |
| All | +34.5% | -23.2% | +57.7% | +12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling