+34.1%
NXPI vs ADVB
-72.7%
+106.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -23.6% | +22.7% | -0.5% |
| 7D | +6.8% | +27.8% | -21.0% | +6.3% |
| 30D | +20.0% | -50.8% | +70.8% | +20.6% |
| 3M | +14.8% | -70.5% | +85.3% | +15.8% |
| 6M | -10.5% | -46.7% | +36.3% | -10.0% |
| YTD | +23.7% | -56.7% | +80.4% | +26.4% |
| 1Y | +34.1% | -71.8% | +105.8% | +37.8% |
| All | +34.1% | -72.7% | +106.7% | +37.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling