-56.7%
AMC vs NXT
+191.6%
-248.4%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -1.9% | -1.3% |
| 7D | -2.8% | -5.7% | +2.9% | -1.9% |
| 30D | +14.0% | +18.5% | -4.5% | +11.4% |
| 3M | +42.5% | -4.1% | +46.6% | +42.8% |
| 6M | +142.6% | -20.3% | +162.9% | +146.9% |
| YTD | +119.2% | +15.5% | +103.8% | +108.4% |
| 1Y | +40.7% | -5.0% | +45.7% | +37.3% |
| All | -56.7% | +191.6% | -248.4% | -66.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling