+1,921.9%
NXPI vs ALB
+180.0%
+1,742.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.2% |
| 7D | -4.4% | +9.1% | -13.4% | -8.0% |
| 30D | +5.6% | -3.4% | +9.0% | +6.7% |
| 3M | +7.6% | -20.6% | +28.2% | +17.3% |
| 6M | -17.6% | -48.2% | +30.6% | +6.9% |
| YTD | +15.9% | -29.2% | +45.1% | +27.5% |
| 1Y | +22.4% | +10.0% | +12.4% | +9.8% |
| 3Y | +43.2% | -12.9% | +56.1% | +24.2% |
| 5Y | +21.4% | -61.3% | +82.7% | +44.1% |
| 10Y | +186.8% | +35.8% | +151.0% | +47.1% |
| All | +1,921.9% | +180.0% | +1,742.0% | +465.3% |
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