+34.7%
NXPI vs ALC
-9.1%
+43.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.2% | -4.0% | -2.3% |
| 7D | +6.8% | -1.1% | +7.9% | +7.2% |
| 30D | +20.0% | +16.0% | +4.0% | +11.5% |
| 3M | +14.8% | +0.8% | +14.0% | +13.7% |
| 6M | -10.5% | +16.8% | -27.3% | -18.5% |
| YTD | +23.7% | -5.5% | +29.2% | +24.4% |
| 1Y | +34.1% | -5.3% | +39.3% | +34.5% |
| 3Y | +51.2% | +4.1% | +47.2% | +39.5% |
| All | +34.7% | -9.1% | +43.8% | +37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling