+177.4%
NXT vs ALM
+1,260.4%
-1,083.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.3% |
| 7D | -1.1% | -2.6% | +1.5% | -0.9% |
| 30D | -15.3% | +32.0% | -47.3% | -17.6% |
| 3M | -43.8% | -15.0% | -28.7% | -43.5% |
| 6M | -18.7% | -10.1% | -8.5% | -19.2% |
| YTD | -3.0% | +99.4% | -102.4% | -7.9% |
| 1Y | +22.7% | +316.4% | -293.6% | +12.7% |
| 3Y | +95.9% | +2,022.0% | -1,926.1% | +68.8% |
| All | +177.4% | +1,260.4% | -1,083.0% | +146.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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