+207.3%
NXT vs ACM
-19.7%
+227.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.2% | -6.7% | -6.9% |
| 7D | -6.0% | +5.1% | -11.1% | -8.2% |
| 30D | +5.4% | +18.7% | -13.2% | -2.0% |
| 3M | -9.7% | +15.5% | -25.2% | -15.3% |
| 6M | -25.3% | +1.2% | -26.5% | -26.9% |
| YTD | +7.5% | -25.2% | +32.7% | +20.9% |
| 1Y | -3.0% | -46.3% | +43.3% | +32.8% |
| 3Y | +171.4% | -9.6% | +180.9% | +149.2% |
| All | +207.3% | -19.7% | +227.0% | +220.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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