+25.9%
NXPI vs ADVB
-97.4%
+123.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.9% | -0.9% | +1.9% |
| 7D | -0.5% | -4.1% | +3.6% | -0.4% |
| 30D | +15.0% | -60.3% | +75.2% | +17.4% |
| 3M | +12.6% | -73.3% | +85.9% | +15.9% |
| 6M | -10.6% | -65.9% | +55.4% | -10.1% |
| YTD | +22.1% | -63.9% | +86.0% | +21.0% |
| 1Y | +29.8% | -74.1% | +103.9% | +31.0% |
| All | +25.9% | -97.4% | +123.2% | +61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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