+187.6%
NXPI vs ALC
+31.8%
+155.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +2.7% |
| 7D | -4.4% | +4.9% | -9.2% | -7.1% |
| 30D | +5.6% | +19.0% | -13.4% | -4.6% |
| 3M | +7.6% | +7.8% | -0.2% | +2.4% |
| 6M | -17.6% | +14.6% | -32.1% | -25.2% |
| YTD | +15.9% | -4.4% | +20.3% | +15.3% |
| 1Y | +22.4% | +1.4% | +21.0% | +16.9% |
| 3Y | +43.2% | +2.5% | +40.7% | +32.2% |
| 5Y | +21.4% | -10.9% | +32.3% | +21.5% |
| All | +187.6% | +31.8% | +155.8% | +112.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling