+587.6%
NXPI vs ALLE
+327.3%
+260.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +2.2% |
| 7D | -4.4% | -0.6% | -3.8% | -4.0% |
| 30D | +5.6% | +25.3% | -19.8% | -10.1% |
| 3M | +7.6% | +10.3% | -2.7% | -0.1% |
| 6M | -17.6% | +38.0% | -55.6% | -35.4% |
| YTD | +15.9% | +17.8% | -1.9% | +0.4% |
| 1Y | +22.4% | +13.6% | +8.8% | +8.6% |
| 3Y | +43.2% | +89.2% | -46.0% | -12.9% |
| 5Y | +21.4% | +51.1% | -29.7% | -14.5% |
| 10Y | +186.8% | +228.1% | -41.3% | +15.0% |
| All | +587.6% | +327.3% | +260.3% | +136.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling