+34.8%
NXPI vs ALLE
+54.3%
-19.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.8% | +2.2% | +2.5% |
| 7D | +1.7% | -0.8% | +2.5% | +2.4% |
| 30D | +19.7% | +27.4% | -7.7% | +1.8% |
| 3M | +14.5% | +13.8% | +0.7% | +4.8% |
| 6M | -11.2% | +45.5% | -56.7% | -32.1% |
| YTD | +25.8% | +21.4% | +4.4% | +7.9% |
| 1Y | +35.2% | +15.4% | +19.8% | +20.3% |
| 3Y | +52.3% | +91.7% | -39.5% | -9.8% |
| 5Y | +34.8% | +54.5% | -19.7% | -11.8% |
| All | +34.8% | +54.3% | -19.4% | -11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling