+564.5%
AMD vs NXT
+231.9%
+332.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.8% | +6.5% | +7.1% |
| 7D | +13.1% | -5.7% | +18.8% | +15.2% |
| 30D | -7.0% | +18.5% | -25.5% | -11.1% |
| 3M | +16.6% | -4.1% | +20.7% | +17.2% |
| 6M | +20.5% | -20.3% | +40.8% | +25.9% |
| YTD | +158.2% | +15.5% | +142.7% | +149.0% |
| 1Y | +132.8% | -5.0% | +137.7% | +132.1% |
| 3Y | +366.2% | +191.6% | +174.6% | +275.2% |
| All | +564.5% | +231.9% | +332.6% | +432.7% |
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