+25.6%
NXPI vs ALHC
-28.9%
+54.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +1.9% | -0.6% | +2.5% | +2.0% |
| 30D | -1.4% | -1.0% | -0.4% | -1.4% |
| 3M | -29.1% | -10.2% | -18.9% | -29.2% |
| 6M | +6.2% | -28.3% | +34.5% | +7.8% |
| YTD | +5.9% | -31.4% | +37.3% | +7.7% |
| 1Y | +2.9% | -16.9% | +19.8% | +2.4% |
| 3Y | +14.5% | +135.5% | -121.0% | -6.1% |
| 5Y | +17.1% | -33.6% | +50.7% | +5.3% |
| All | +25.6% | -28.9% | +54.6% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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