+19.5%
NXPI vs ADVB
-97.5%
+117.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.2% | -2.6% | +1.5% |
| 7D | -4.4% | -13.9% | +9.6% | -4.0% |
| 30D | +5.6% | -68.1% | +73.7% | +8.4% |
| 3M | +7.6% | -73.4% | +81.0% | +10.7% |
| 6M | -17.6% | -70.8% | +53.2% | -16.8% |
| YTD | +15.9% | -66.1% | +82.0% | +15.1% |
| 1Y | +22.4% | -77.5% | +99.9% | +24.4% |
| All | +19.5% | -97.5% | +117.0% | +53.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling