+46.8%
NXT vs AHR
+360.2%
-313.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.8% | -1.3% |
| 7D | -2.6% | -3.0% | +0.5% | -2.3% |
| 30D | -22.4% | +2.6% | -25.0% | -22.6% |
| 3M | -27.3% | +16.0% | -43.4% | -28.8% |
| 6M | -28.5% | +3.1% | -31.6% | -28.9% |
| YTD | -6.6% | +16.0% | -22.7% | -8.7% |
| 1Y | +20.4% | +28.0% | -7.6% | +16.4% |
| All | +46.8% | +360.2% | -313.4% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 5y: compounded portfolio wealth divided by compounded AHR 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…
5y analysis · Full analysis span regression · 6 months rolling