-30.3%
ACN vs NXT
+178.8%
-209.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.2% | -4.5% | -3.3% |
| 7D | -1.5% | -1.1% | -0.4% | -1.5% |
| 30D | +9.4% | -15.3% | +24.7% | +9.5% |
| 3M | +5.6% | -43.8% | +49.4% | +6.8% |
| 6M | -9.3% | -18.7% | +9.4% | -10.1% |
| YTD | -29.0% | -3.0% | -26.0% | -30.7% |
| 1Y | -24.7% | +22.7% | -47.4% | -28.2% |
| 3Y | -39.8% | +95.9% | -135.7% | -46.4% |
| All | -30.3% | +178.8% | -209.1% | -42.3% |
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