+528.1%
NXPI vs ALLE
+260.9%
+267.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.4% |
| 3M | -29.1% | +21.0% | -50.1% | -38.7% |
| 6M | +6.2% | +1.1% | +5.1% | +3.7% |
| YTD | +5.9% | -0.5% | +6.4% | +3.6% |
| 1Y | +2.9% | -7.3% | +10.1% | +5.6% |
| 3Y | +14.5% | +42.3% | -27.8% | -14.6% |
| 5Y | +17.1% | +13.5% | +3.6% | +0.8% |
| 10Y | +193.4% | +144.0% | +49.3% | +45.6% |
| All | +528.1% | +260.9% | +267.2% | +144.5% |
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