+20.6%
NXPI vs AGG
-2.6%
+23.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.1% | +4.6% | +4.5% |
| 7D | +3.9% | -1.1% | +4.9% | +4.7% |
| 30D | +1.4% | -1.1% | +2.5% | +2.3% |
| 3M | -21.5% | -1.9% | -19.6% | -20.3% |
| 6M | +19.4% | -1.7% | +21.1% | +21.1% |
| YTD | +9.9% | -1.3% | +11.2% | +11.2% |
| 1Y | +7.9% | -0.7% | +8.6% | +8.6% |
| 3Y | +22.7% | +12.5% | +10.2% | +10.9% |
| All | +20.6% | -2.6% | +23.1% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling