+17.7%
NXPI vs AG
+65.4%
-47.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.6% |
| 7D | +0.7% | +4.5% | -3.8% | -0.1% |
| 30D | -6.6% | +12.9% | -19.5% | -8.8% |
| 3M | -25.4% | +20.9% | -46.4% | -28.2% |
| 6M | +11.9% | -19.5% | +31.5% | +14.1% |
| YTD | +4.0% | +24.8% | -20.8% | -2.6% |
| 1Y | +1.0% | +120.2% | -119.2% | -15.1% |
| 3Y | +16.3% | +279.0% | -262.7% | -15.6% |
| 5Y | +17.7% | +67.9% | -50.2% | -5.3% |
| All | +17.7% | +65.4% | -47.7% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 5y: compounded portfolio wealth divided by compounded AG 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…
5y analysis · Full analysis span regression · 6 months rolling