+195.8%
NXPI vs ALB
+78.9%
+116.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.3% | -2.7% |
| 7D | +0.7% | -4.4% | +5.1% | +2.2% |
| 30D | -6.6% | -1.2% | -5.4% | -6.6% |
| 3M | -25.4% | -13.3% | -12.1% | -22.0% |
| 6M | +11.9% | -19.8% | +31.7% | +18.6% |
| YTD | +4.0% | -7.9% | +12.0% | +3.5% |
| 1Y | +1.0% | +60.2% | -59.1% | -20.4% |
| 3Y | +16.3% | -26.4% | +42.8% | +12.1% |
| 5Y | +17.7% | -42.5% | +60.2% | +18.8% |
| 10Y | +195.8% | +83.0% | +112.8% | +78.2% |
| All | +195.8% | +78.9% | +116.9% | +78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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