+40.2%
AMC vs NXT
+10.5%
+29.8%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +11.1% | -3.8% | +5.8% |
| 7D | +17.7% | +30.0% | -12.3% | +13.8% |
| 30D | +26.2% | +28.6% | -2.4% | +22.2% |
| 3M | +31.3% | +8.4% | +23.0% | +29.1% |
| 6M | +142.8% | -8.7% | +151.5% | +141.4% |
| YTD | +125.6% | +22.5% | +103.2% | +102.6% |
| 1Y | +40.2% | +6.9% | +33.3% | +28.8% |
| All | +40.2% | +10.5% | +29.8% | +28.8% |
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