+1,747.1%
NXPI vs ACGL
+1,090.2%
+656.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +2.2% |
| 7D | +1.9% | -0.7% | +2.7% | +2.2% |
| 30D | -1.4% | -1.0% | -0.4% | -1.1% |
| 3M | -29.1% | +11.0% | -40.1% | -33.8% |
| 6M | +6.2% | -0.3% | +6.5% | +4.2% |
| YTD | +5.9% | +2.3% | +3.6% | +2.0% |
| 1Y | +2.9% | +6.4% | -3.5% | -3.7% |
| 3Y | +14.5% | +34.0% | -19.5% | -11.5% |
| 5Y | +17.1% | +161.6% | -144.6% | -43.6% |
| 10Y | +193.4% | +278.6% | -85.2% | -1.2% |
| All | +1,747.1% | +1,090.2% | +656.9% | +63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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