+1,747.1%
NXPI vs ALB
+255.0%
+1,492.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.4% | +5.7% | +3.1% |
| 7D | +1.9% | -8.1% | +10.0% | +5.5% |
| 30D | -1.4% | +6.3% | -7.7% | -4.4% |
| 3M | -29.1% | -23.6% | -5.5% | -21.2% |
| 6M | +6.2% | -24.6% | +30.8% | +16.5% |
| YTD | +5.9% | -10.3% | +16.1% | +6.2% |
| 1Y | +2.9% | +61.5% | -58.6% | -22.8% |
| 3Y | +14.5% | -34.0% | +48.5% | +14.8% |
| 5Y | +17.1% | -44.6% | +61.6% | +18.8% |
| 10Y | +193.4% | +76.1% | +117.3% | +34.5% |
| All | +1,747.1% | +255.0% | +1,492.1% | +370.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling