+1,747.1%
NXPI vs AMT
+425.6%
+1,321.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.3% | +1.7% |
| 7D | +1.9% | -0.2% | +2.1% | +1.9% |
| 30D | -1.4% | +4.6% | -6.1% | -3.5% |
| 3M | -29.1% | -8.4% | -20.6% | -27.1% |
| 6M | +6.2% | -6.0% | +12.2% | +7.4% |
| YTD | +5.9% | +2.1% | +3.7% | +2.6% |
| 1Y | +2.9% | -6.4% | +9.3% | +3.4% |
| 3Y | +14.5% | +8.1% | +6.4% | 0.0% |
| 5Y | +17.1% | -31.9% | +49.0% | +29.8% |
| 10Y | +193.4% | +97.1% | +96.2% | +62.6% |
| All | +1,747.1% | +425.6% | +1,321.5% | +320.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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