+22.0%
NXPI vs APD
+11.0%
+11.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +2.3% |
| 7D | -4.4% | -3.7% | -0.7% | -2.6% |
| 30D | +5.6% | +9.6% | -4.1% | +1.1% |
| 3M | +7.6% | +1.6% | +6.0% | +6.7% |
| 6M | -17.6% | +2.2% | -19.7% | -18.7% |
| YTD | +15.9% | +25.9% | -10.0% | +2.3% |
| 1Y | +22.4% | +20.1% | +2.3% | +10.1% |
| 3Y | +43.2% | +12.4% | +30.8% | +31.5% |
| All | +22.0% | +11.0% | +11.1% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 5y: compounded portfolio wealth divided by compounded APD 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…
5y analysis · Full analysis span regression · 6 months rolling