+20.6%
NXPI vs AGI
+400.3%
-379.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.7% | +3.8% | +4.4% |
| 7D | +3.9% | -2.7% | +6.6% | +4.3% |
| 30D | +1.4% | +7.2% | -5.9% | +0.1% |
| 3M | -21.5% | +4.3% | -25.8% | -22.5% |
| 6M | +19.4% | -27.1% | +46.5% | +23.8% |
| YTD | +9.9% | -6.6% | +16.6% | +9.5% |
| 1Y | +7.9% | +9.5% | -1.6% | +4.5% |
| 3Y | +22.7% | +208.4% | -185.8% | -1.5% |
| All | +20.6% | +400.3% | -379.7% | -9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling