-17.6%
NXPI vs AMRZ
-23.2%
+5.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +2.1% |
| 7D | -4.4% | +1.2% | -5.5% | -4.6% |
| 30D | +5.6% | +15.1% | -9.5% | +1.9% |
| 3M | +7.6% | -18.1% | +25.7% | +9.4% |
| 6M | -17.6% | -23.5% | +5.9% | -15.4% |
| All | -17.6% | -23.2% | +5.6% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 6mo: compounded portfolio wealth divided by compounded AMRZ 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…
6mo analysis · Full analysis span regression · 6 months rolling