+223.9%
NXPI vs AGI
+392.3%
-168.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.7% | +3.8% | +4.4% |
| 7D | +3.9% | -2.7% | +6.6% | +4.1% |
| 30D | +1.4% | +7.2% | -5.9% | +0.6% |
| 3M | -21.5% | +4.3% | -25.8% | -22.1% |
| 6M | +19.4% | -27.1% | +46.5% | +22.0% |
| YTD | +9.9% | -6.6% | +16.6% | +9.8% |
| 1Y | +7.9% | +9.5% | -1.6% | +6.1% |
| 3Y | +22.7% | +208.4% | -185.8% | +10.0% |
| 5Y | +22.1% | +401.6% | -379.6% | +5.2% |
| All | +223.9% | +392.3% | -168.4% | +190.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 10y: compounded portfolio wealth divided by compounded AGI 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…
10y analysis · Full analysis span regression · 6 months rolling