+1,747.1%
NXPI vs AFL
+586.1%
+1,161.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.2% | +1.9% |
| 7D | +1.9% | +0.6% | +1.3% | +1.5% |
| 30D | -1.4% | -6.2% | +4.7% | +2.6% |
| 3M | -29.1% | +2.2% | -31.2% | -30.9% |
| 6M | +6.2% | +5.3% | +0.9% | +1.1% |
| YTD | +5.9% | +8.0% | -2.1% | -1.1% |
| 1Y | +2.9% | +10.2% | -7.4% | -5.7% |
| 3Y | +14.5% | +67.1% | -52.6% | -24.0% |
| 5Y | +17.1% | +135.6% | -118.5% | -40.2% |
| 10Y | +193.4% | +299.4% | -106.0% | -6.4% |
| All | +1,747.1% | +586.1% | +1,161.0% | +249.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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