+30.0%
NXPI vs AUR
-34.9%
+64.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.7% | -4.4% | -2.2% |
| 7D | +0.7% | +19.2% | -18.6% | -2.3% |
| 30D | -6.6% | -7.8% | +1.2% | -5.6% |
| 3M | -25.4% | +4.0% | -29.4% | -26.2% |
| 6M | +11.9% | +45.0% | -33.1% | +3.9% |
| YTD | +4.0% | +69.5% | -65.5% | -6.1% |
| 1Y | +1.0% | +13.0% | -12.0% | -3.2% |
| 3Y | +16.3% | +90.4% | -74.0% | -7.8% |
| 5Y | +17.7% | -34.2% | +51.9% | -8.9% |
| All | +30.0% | -34.9% | +64.9% | 0.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling