+4.2%
NXT vs ACM
-46.0%
+50.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | -5.7% | +3.0% | -8.7% | -6.4% |
| 30D | +18.5% | +19.7% | -1.1% | +14.1% |
| 3M | -4.1% | +5.3% | -9.4% | -5.9% |
| 6M | -20.3% | -10.8% | -9.6% | -19.2% |
| YTD | +15.5% | -25.1% | +40.6% | +22.3% |
| All | +4.2% | -46.0% | +50.2% | +19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling