+9.2%
NXPI vs ADVB
-88.3%
+97.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.3% |
| 7D | +1.9% | -3.8% | +5.7% | +2.0% |
| 30D | -1.4% | +17.6% | -19.0% | -2.0% |
| 3M | -29.1% | +119.1% | -148.2% | -32.0% |
| 6M | +6.2% | +103.4% | -97.2% | +0.3% |
| YTD | +5.9% | +59.8% | -54.0% | +1.4% |
| 1Y | +2.9% | +8.5% | -5.7% | -0.9% |
| All | +9.2% | -88.3% | +97.5% | +35.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling