+34.7%
NXPI vs AR
+99.4%
-64.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +6.8% | +7.4% | -0.6% | +5.4% |
| 30D | +20.0% | +5.8% | +14.3% | +18.6% |
| 3M | +14.8% | +5.2% | +9.6% | +13.3% |
| 6M | -10.5% | +5.4% | -15.9% | -12.1% |
| YTD | +23.7% | +12.4% | +11.3% | +18.4% |
| 1Y | +34.1% | +12.8% | +21.3% | +27.9% |
| 3Y | +51.2% | +47.2% | +4.1% | +33.6% |
| All | +34.7% | +99.4% | -64.6% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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