+195.8%
NXPI vs APA
-0.7%
+196.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.8% | -3.6% | -2.2% |
| 7D | +0.7% | -1.7% | +2.4% | +1.0% |
| 30D | -6.6% | +15.7% | -22.3% | -9.9% |
| 3M | -25.4% | +16.5% | -41.9% | -28.6% |
| 6M | +11.9% | +35.1% | -23.2% | +2.5% |
| YTD | +4.0% | +82.2% | -78.2% | -11.9% |
| 1Y | +1.0% | +102.5% | -101.4% | -17.1% |
| 3Y | +16.3% | +10.3% | +6.0% | +6.0% |
| 5Y | +17.7% | +166.1% | -148.4% | -15.7% |
| 10Y | +195.8% | -4.9% | +200.7% | +91.0% |
| All | +195.8% | -0.7% | +196.5% | +91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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