+22.0%
NXPI vs AG
+12.9%
+9.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.2% | +1.3% |
| 7D | -4.4% | +6.3% | -10.7% | -5.4% |
| 30D | +5.6% | -8.9% | +14.5% | +7.1% |
| 3M | +7.6% | -12.2% | +19.8% | +9.4% |
| 6M | -17.6% | -28.3% | +10.7% | -13.8% |
| YTD | +15.9% | -8.8% | +24.7% | +14.2% |
| 1Y | +22.4% | +39.4% | -17.0% | +12.0% |
| 3Y | +43.2% | +229.4% | -186.2% | +7.2% |
| All | +22.0% | +12.9% | +9.1% | +11.8% |
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