+31.9%
NXPI vs AUR
-17.4%
+49.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.4% | +5.3% | +1.8% |
| 7D | +5.3% | -19.8% | +25.1% | +9.9% |
| 30D | +9.5% | -29.0% | +38.6% | +17.4% |
| 3M | +12.0% | -43.6% | +55.6% | +26.1% |
| 6M | -8.1% | -36.6% | +28.5% | -0.6% |
| YTD | +23.7% | +6.3% | +17.4% | +14.1% |
| 1Y | +31.9% | -9.0% | +41.0% | +26.6% |
| All | +31.9% | -17.4% | +49.3% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 1y: compounded portfolio wealth divided by compounded AUR 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…
1y analysis · Full analysis span regression · 6 months rolling