+1,461.6%
NXPI vs APTV
+194.6%
+1,267.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.1% | -1.8% | -0.5% |
| 7D | +1.9% | +4.8% | -2.9% | -0.9% |
| 30D | -1.4% | +2.0% | -3.4% | -2.9% |
| 3M | -29.1% | -34.2% | +5.2% | -11.2% |
| 6M | +6.2% | -34.7% | +40.9% | +30.3% |
| YTD | +5.9% | -37.0% | +42.9% | +31.6% |
| 1Y | +2.9% | -40.4% | +43.3% | +32.0% |
| 3Y | +14.5% | -54.1% | +68.6% | +63.7% |
| 5Y | +17.1% | -68.0% | +85.1% | +100.6% |
| 10Y | +193.4% | -15.5% | +208.9% | +132.1% |
| All | +1,461.6% | +194.6% | +1,267.0% | +338.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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