+51.2%
NXPI vs ALC
+4.4%
+46.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.2% | -4.0% | -1.9% |
| 7D | +6.8% | -1.1% | +7.9% | +7.1% |
| 30D | +20.0% | +16.0% | +4.0% | +13.9% |
| 3M | +14.8% | +0.8% | +14.0% | +14.2% |
| 6M | -10.5% | +16.8% | -27.3% | -16.4% |
| YTD | +23.7% | -5.5% | +29.2% | +25.4% |
| 1Y | +34.1% | -5.3% | +39.3% | +35.6% |
| 3Y | +51.2% | +4.1% | +47.2% | +53.6% |
| All | +51.2% | +4.4% | +46.9% | +53.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling