+51.2%
NXPI vs ALB
-14.4%
+65.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.4% |
| 7D | +6.8% | -5.8% | +12.5% | +8.6% |
| 30D | +20.0% | -4.5% | +24.6% | +21.3% |
| 3M | +14.8% | -28.1% | +42.9% | +25.7% |
| 6M | -10.5% | -53.2% | +42.7% | +10.9% |
| YTD | +23.7% | -33.3% | +57.0% | +35.1% |
| 1Y | +34.1% | -17.4% | +51.5% | +36.4% |
| 3Y | +51.2% | -14.1% | +65.4% | +34.4% |
| All | +51.2% | -14.4% | +65.7% | +34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling