+51.2%
NXPI vs ALM
+909.2%
-858.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.7% | -8.6% | -1.5% |
| 7D | +6.8% | +1.2% | +5.5% | +6.5% |
| 30D | +20.0% | -19.3% | +39.4% | +22.1% |
| 3M | +14.8% | -40.6% | +55.5% | +19.2% |
| 6M | -10.5% | -57.9% | +47.4% | -5.2% |
| YTD | +23.7% | -6.7% | +30.4% | +24.1% |
| 1Y | +34.1% | +20.2% | +13.9% | +32.2% |
| 3Y | +51.2% | +879.4% | -828.2% | +29.3% |
| All | +51.2% | +909.2% | -858.0% | +29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling