-93.5%
AMC vs NXT
+229.3%
-322.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.8% | +6.6% | +2.4% |
| 7D | +5.5% | +4.0% | +1.5% | +5.1% |
| 30D | +16.1% | +15.9% | +0.2% | +14.0% |
| 3M | +43.0% | -3.0% | +46.0% | +43.1% |
| 6M | +130.7% | -20.7% | +151.4% | +134.6% |
| YTD | +121.8% | +14.6% | +107.2% | +112.3% |
| 1Y | +40.7% | -7.1% | +47.7% | +38.0% |
| 3Y | -56.8% | +189.4% | -246.2% | -63.6% |
| All | -93.5% | +229.3% | -322.9% | -94.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling