+208.7%
NXPI vs AME
+438.4%
-229.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -0.5% | -4.1% | +3.7% | +3.2% |
| 30D | +15.0% | -4.1% | +19.1% | +19.1% |
| 3M | +12.6% | -5.6% | +18.2% | +18.2% |
| 6M | -10.6% | +2.8% | -13.4% | -12.4% |
| YTD | +22.1% | +16.6% | +5.5% | +6.9% |
| 1Y | +29.8% | +21.1% | +8.7% | +10.0% |
| 3Y | +47.8% | +61.1% | -13.3% | -3.1% |
| 5Y | +33.9% | +76.6% | -42.7% | -17.9% |
| 10Y | +208.7% | +431.3% | -222.6% | +14.6% |
| All | +208.7% | +438.4% | -229.7% | +14.6% |
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