+7.3%
ABT vs NXT
+208.8%
-201.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.9% | +5.1% | -1.9% |
| 7D | -5.6% | -6.0% | +0.4% | -5.6% |
| 30D | +5.2% | +5.4% | -0.3% | +5.3% |
| 3M | -2.7% | -9.7% | +7.0% | -2.8% |
| 6M | +28.8% | -25.3% | +54.2% | +28.6% |
| YTD | -12.3% | +7.5% | -19.7% | -12.5% |
| 1Y | -14.7% | -3.0% | -11.7% | -14.9% |
| 3Y | +21.6% | +171.4% | -149.8% | +18.1% |
| All | +7.3% | +208.8% | -201.5% | +1.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling