+60.0%
NXPI vs ABCL
-81.3%
+141.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.5% |
| 7D | +1.9% | +0.7% | +1.2% | +1.8% |
| 30D | -1.4% | +93.1% | -94.5% | -12.8% |
| 3M | -29.1% | +79.4% | -108.5% | -37.1% |
| 6M | +6.2% | +214.9% | -208.7% | -16.0% |
| YTD | +5.9% | +234.2% | -228.3% | -18.1% |
| 1Y | +2.9% | +174.8% | -171.9% | -18.6% |
| 3Y | +14.5% | +104.5% | -90.0% | -11.2% |
| 5Y | +17.1% | -39.0% | +56.1% | +2.9% |
| All | +60.0% | -81.3% | +141.3% | +48.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling