+244.4%
NXT vs ACM
-19.6%
+263.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.2% | -5.2% | -2.4% |
| 7D | +15.1% | +6.9% | +8.2% | +11.8% |
| 30D | +21.8% | +19.1% | +2.7% | +13.0% |
| 3M | +1.6% | -6.9% | +8.5% | +4.1% |
| 6M | -16.7% | -12.0% | -4.7% | -12.9% |
| YTD | +20.4% | -25.1% | +45.5% | +35.4% |
| 1Y | +0.2% | -45.4% | +45.7% | +35.7% |
| 3Y | +208.7% | -6.9% | +215.6% | +178.0% |
| All | +244.4% | -19.6% | +263.9% | +258.7% |
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