+2,030.0%
NXPI vs APA
-34.9%
+2,064.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.7% | +1.7% |
| 7D | -0.5% | -5.5% | +5.1% | +1.0% |
| 30D | +15.0% | -1.2% | +16.1% | +14.9% |
| 3M | +12.6% | +10.6% | +2.0% | +8.7% |
| 6M | -10.6% | +28.4% | -39.0% | -18.2% |
| YTD | +22.1% | +89.7% | -67.7% | -1.8% |
| 1Y | +29.8% | +90.6% | -60.8% | +4.0% |
| 3Y | +47.8% | +36.9% | +10.9% | +24.7% |
| 5Y | +33.9% | +83.2% | -49.4% | -2.3% |
| 10Y | +208.7% | -0.1% | +208.8% | +109.3% |
| All | +2,030.0% | -34.9% | +2,064.9% | +1,716.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling