+158.2%
NXPI vs ALC
+21.6%
+136.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.2% | -0.6% |
| 7D | +0.7% | -3.7% | +4.3% | +2.8% |
| 30D | -6.6% | -3.7% | -2.9% | -4.7% |
| 3M | -25.4% | +4.6% | -30.0% | -28.0% |
| 6M | +11.9% | -14.6% | +26.5% | +19.9% |
| YTD | +4.0% | -11.9% | +15.9% | +9.0% |
| 1Y | +1.0% | -13.1% | +14.2% | +6.7% |
| 3Y | +16.3% | -15.0% | +31.3% | +21.4% |
| 5Y | +17.7% | -16.2% | +33.9% | +22.2% |
| All | +158.2% | +21.6% | +136.6% | +100.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling