+1,747.1%
NXPI vs AG
+455.6%
+1,291.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.2% | +1.5% |
| 7D | +1.9% | +1.0% | +0.9% | +1.7% |
| 30D | -1.4% | +19.2% | -20.6% | -3.9% |
| 3M | -29.1% | +6.2% | -35.2% | -29.9% |
| 6M | +6.2% | -26.7% | +32.9% | +9.3% |
| YTD | +5.9% | +26.1% | -20.2% | +0.7% |
| 1Y | +2.9% | +131.7% | -128.8% | -10.3% |
| 3Y | +14.5% | +255.3% | -240.9% | -8.9% |
| 5Y | +17.1% | +61.9% | -44.9% | -0.6% |
| 10Y | +193.4% | +72.0% | +121.3% | +127.3% |
| All | +1,747.1% | +455.6% | +1,291.5% | +785.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling