+2,058.7%
NXPI vs AFL
+647.0%
+1,411.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.4% |
| 7D | +6.8% | +2.9% | +3.9% | +4.9% |
| 30D | +20.0% | +8.0% | +12.1% | +14.1% |
| 3M | +14.8% | +5.9% | +8.9% | +10.2% |
| 6M | -10.5% | +11.6% | -22.1% | -18.0% |
| YTD | +23.7% | +17.5% | +6.2% | +9.0% |
| 1Y | +34.1% | +13.3% | +20.8% | +20.9% |
| 3Y | +51.2% | +67.0% | -15.8% | +0.8% |
| 5Y | +33.4% | +150.6% | -117.2% | -34.5% |
| 10Y | +209.2% | +343.1% | -133.8% | -8.0% |
| All | +2,058.7% | +647.0% | +1,411.8% | +285.6% |
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