+200.5%
NXPI vs ALM
+2,221.4%
-2,020.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +8.1% | -4.8% | +2.8% |
| 7D | -0.3% | +0.7% | -1.1% | -0.4% |
| 30D | +12.7% | -26.1% | +38.8% | +14.6% |
| 3M | +7.5% | -38.1% | +45.6% | +10.0% |
| 6M | -12.3% | -55.4% | +43.1% | -9.0% |
| YTD | +19.7% | -0.4% | +20.1% | +18.8% |
| 1Y | +27.6% | +25.4% | +2.2% | +25.0% |
| 3Y | +50.0% | +907.8% | -857.8% | +29.9% |
| 5Y | +27.2% | +440.2% | -413.0% | +11.5% |
| 10Y | +200.5% | +2,031.1% | -1,830.6% | +144.1% |
| All | +200.5% | +2,221.4% | -2,020.9% | +144.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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