+1,747.1%
NXPI vs AME
+1,221.7%
+525.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | -0.1% |
| 7D | +1.9% | +0.6% | +1.3% | +1.3% |
| 30D | -1.4% | -6.7% | +5.3% | +4.7% |
| 3M | -29.1% | +4.1% | -33.1% | -31.4% |
| 6M | +6.2% | +1.6% | +4.6% | +4.9% |
| YTD | +5.9% | +16.1% | -10.3% | -7.4% |
| 1Y | +2.9% | +27.3% | -24.4% | -17.4% |
| 3Y | +14.5% | +50.9% | -36.4% | -21.5% |
| 5Y | +17.1% | +81.4% | -64.3% | -31.0% |
| 10Y | +193.4% | +417.0% | -223.6% | -34.5% |
| All | +1,747.1% | +1,221.7% | +525.4% | +66.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling