+17.1%
NXPI vs ACM
+5.0%
+12.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.5% |
| 7D | +1.9% | -3.7% | +5.6% | +4.2% |
| 30D | -1.4% | -11.1% | +9.7% | +4.7% |
| 3M | -29.1% | -8.0% | -21.1% | -26.9% |
| 6M | +6.2% | -29.7% | +35.9% | +30.3% |
| YTD | +5.9% | -29.4% | +35.2% | +27.4% |
| 1Y | +2.9% | -46.4% | +49.3% | +50.4% |
| 3Y | +14.5% | -22.3% | +36.8% | +21.9% |
| All | +17.1% | +5.0% | +12.2% | -0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling