+439.6%
AMD vs NXT
+246.1%
+193.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +5.3% | +5.7% | +9.6% |
| 7D | -11.0% | +32.2% | -43.3% | -17.5% |
| 30D | -30.5% | +21.9% | -52.4% | -34.0% |
| 3M | -8.2% | +6.6% | -14.8% | -10.2% |
| 6M | +6.6% | -16.8% | +23.4% | +10.2% |
| YTD | +109.7% | +20.4% | +89.2% | +100.1% |
| 1Y | +88.9% | -1.5% | +90.4% | +86.6% |
| 3Y | +301.8% | +182.4% | +119.4% | +222.6% |
| All | +439.6% | +246.1% | +193.5% | +328.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling