+34.7%
NXPI vs APD
+16.4%
+18.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 7D | +6.8% | +3.8% | +2.9% | +4.9% |
| 30D | +20.0% | +8.2% | +11.8% | +15.8% |
| 3M | +14.8% | +4.3% | +10.5% | +12.6% |
| 6M | -10.5% | +4.7% | -15.2% | -12.8% |
| YTD | +23.7% | +31.5% | -7.8% | +7.0% |
| 1Y | +34.1% | +23.5% | +10.5% | +19.2% |
| 3Y | +51.2% | +29.1% | +22.1% | +29.2% |
| All | +34.7% | +16.4% | +18.3% | +8.7% |
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