+17.4%
NXPI vs AGG
+12.6%
+4.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.9% |
| 7D | +0.7% | -0.9% | +1.6% | +1.4% |
| 30D | -4.2% | -1.0% | -3.2% | -3.5% |
| 3M | -20.4% | -1.3% | -19.1% | -19.6% |
| 6M | +12.5% | -2.1% | +14.6% | +14.3% |
| YTD | +5.2% | -1.2% | +6.5% | +6.3% |
| 1Y | +5.1% | -0.5% | +5.6% | +5.7% |
| All | +17.4% | +12.6% | +4.8% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 3y: compounded portfolio wealth divided by compounded AGG 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…
3y analysis · Full analysis span regression · 6 months rolling