+1.0%
NXPI vs ACM
-47.1%
+48.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.6% |
| 7D | +0.7% | -0.3% | +0.9% | +0.7% |
| 30D | -6.6% | -12.9% | +6.3% | -3.7% |
| 3M | -25.4% | -6.4% | -19.0% | -24.6% |
| 6M | +11.9% | -29.2% | +41.1% | +22.5% |
| YTD | +4.0% | -29.9% | +34.0% | +13.7% |
| 1Y | +1.0% | -47.3% | +48.3% | +20.2% |
| All | +1.0% | -47.1% | +48.2% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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