+177.4%
NXT vs ACM
-24.1%
+201.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.4% |
| 7D | -1.1% | -3.7% | +2.6% | +0.5% |
| 30D | -15.3% | -11.1% | -4.2% | -11.5% |
| 3M | -43.8% | -8.0% | -35.8% | -42.4% |
| 6M | -18.7% | -29.7% | +11.0% | -4.8% |
| YTD | -3.0% | -29.4% | +26.4% | +11.9% |
| 1Y | +22.7% | -46.4% | +69.2% | +66.5% |
| 3Y | +95.9% | -22.3% | +118.3% | +95.6% |
| All | +177.4% | -24.1% | +201.6% | +196.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling