+198.6%
NXPI vs ALLE
+145.7%
+52.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +0.6% |
| 7D | +1.9% | -0.2% | +2.1% | +2.0% |
| 30D | -1.4% | -6.8% | +5.4% | +3.3% |
| 3M | -29.1% | +21.0% | -50.1% | -38.5% |
| 6M | +6.2% | +1.1% | +5.1% | +3.9% |
| YTD | +5.9% | -0.5% | +6.4% | +3.7% |
| 1Y | +2.9% | -7.3% | +10.1% | +5.6% |
| 3Y | +14.5% | +42.3% | -27.8% | -14.2% |
| 5Y | +17.1% | +13.5% | +3.6% | +0.8% |
| All | +198.6% | +145.7% | +52.9% | +77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling