-5.0%
NXT vs ACM
-45.3%
+40.3%
-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% | +14.3% |
| 3M | -4.1% | +5.3% | -9.4% | -5.9% |
| 6M | -20.3% | -10.8% | -9.6% | -19.4% |
| YTD | +15.5% | -25.1% | +40.6% | +21.9% |
| 1Y | -5.0% | -45.8% | +40.8% | +2.8% |
| All | -5.0% | -45.3% | +40.3% | +2.8% |
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