+34.5%
NXPI vs ALK
-31.3%
+65.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.8% | +4.0% | +1.1% |
| 7D | +9.4% | +0.9% | +8.4% | +8.8% |
| 30D | +18.1% | +3.3% | +14.8% | +15.9% |
| 3M | +15.0% | -17.6% | +32.6% | +23.3% |
| 6M | -8.4% | +0.8% | -9.3% | -10.9% |
| YTD | +24.8% | -22.4% | +47.1% | +32.1% |
| 1Y | +33.3% | -10.1% | +43.4% | +31.5% |
| 3Y | +51.0% | +14.0% | +37.0% | +21.7% |
| 5Y | +34.5% | -29.8% | +64.4% | +34.4% |
| All | +34.5% | -31.3% | +65.8% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 5y: compounded portfolio wealth divided by compounded ALK 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…
5y analysis · Full analysis span regression · 6 months rolling