+211.4%
NXPI vs AME
+425.2%
-213.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.3% |
| 7D | -2.3% | +1.3% | -3.6% | -3.4% |
| 30D | -4.3% | -6.6% | +2.2% | +1.3% |
| 3M | -24.7% | +3.0% | -27.6% | -26.4% |
| 6M | +9.7% | +5.3% | +4.4% | +5.2% |
| YTD | +3.8% | +15.4% | -11.7% | -8.2% |
| 1Y | +1.6% | +26.8% | -25.2% | -17.2% |
| 3Y | +16.0% | +56.5% | -40.5% | -21.4% |
| 5Y | +16.1% | +85.2% | -69.1% | -30.7% |
| 10Y | +211.4% | +428.5% | -217.2% | +25.2% |
| All | +211.4% | +425.2% | -213.9% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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