+22.4%
NXPI vs ACM
-48.7%
+71.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.5% | +1.6% |
| 7D | -4.4% | +5.4% | -9.7% | -5.3% |
| 30D | +5.6% | +15.1% | -9.6% | +2.8% |
| 3M | +7.6% | -10.5% | +18.1% | +9.4% |
| 6M | -17.6% | -19.7% | +2.1% | -13.4% |
| YTD | +15.9% | -28.8% | +44.7% | +24.4% |
| 1Y | +22.4% | -47.9% | +70.3% | +37.5% |
| All | +22.4% | -48.7% | +71.1% | +37.5% |
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