+48.6%
NXT vs AHR
+357.7%
-309.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -3.5% |
| 7D | -0.2% | -4.3% | +4.1% | +0.2% |
| 30D | -20.0% | -3.1% | -16.9% | -19.8% |
| 3M | -30.9% | +15.7% | -46.6% | -32.3% |
| 6M | -23.8% | +4.1% | -27.9% | -24.4% |
| YTD | -5.4% | +15.4% | -20.9% | -7.5% |
| 1Y | +28.0% | +28.0% | +0.1% | +23.9% |
| All | +48.6% | +357.7% | -309.1% | +12.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling