-21.4%
ABT vs NXT
+23.4%
-44.8%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.2% |
| 7D | -5.9% | -1.9% | -4.0% | -6.0% |
| 30D | -8.1% | -20.0% | +12.0% | -9.6% |
| 3M | +14.5% | -30.7% | +45.3% | +12.2% |
| 6M | -6.3% | -29.0% | +22.7% | -8.1% |
| YTD | -17.1% | -4.8% | -12.3% | -16.7% |
| 1Y | -21.4% | +22.8% | -44.2% | -18.1% |
| All | -21.4% | +23.4% | -44.8% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 1y: compounded portfolio wealth divided by compounded NXT 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…
1y analysis · Full analysis span regression · 6 months rolling