+16.8%
NXPI vs AMCR
-9.6%
+26.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.6% |
| 7D | +0.7% | -5.0% | +5.6% | +3.4% |
| 30D | -4.2% | -8.0% | +3.8% | 0.0% |
| 3M | -20.4% | +14.3% | -34.7% | -26.9% |
| 6M | +12.5% | +5.3% | +7.2% | +7.4% |
| YTD | +5.2% | +7.7% | -2.5% | -1.9% |
| 1Y | +5.1% | +10.8% | -5.7% | -4.1% |
| 3Y | +17.7% | +9.6% | +8.1% | +3.9% |
| 5Y | +16.8% | -10.2% | +27.0% | +22.3% |
| All | +16.8% | -9.6% | +26.4% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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