-14.7%
ABT vs NXT
-11.1%
-3.6%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.9% | +5.1% | -2.2% |
| 7D | -5.6% | -6.0% | +0.4% | -5.8% |
| 30D | +5.2% | +5.4% | -0.3% | +5.6% |
| 3M | -2.7% | -9.7% | +7.0% | -3.3% |
| 6M | +28.8% | -25.3% | +54.2% | +27.2% |
| YTD | -12.3% | +7.5% | -19.7% | -12.4% |
| 1Y | -14.7% | -3.0% | -11.7% | -14.1% |
| All | -14.7% | -11.1% | -3.6% | -14.1% |
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