+180.5%
NXT vs AMCR
-4.5%
+185.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.8% |
| 7D | +2.9% | -1.8% | +4.7% | +3.6% |
| 30D | -17.2% | -6.0% | -11.2% | -15.3% |
| 3M | -32.0% | +18.9% | -50.9% | -36.9% |
| 6M | -15.8% | +5.7% | -21.4% | -18.4% |
| YTD | -1.9% | +11.1% | -13.0% | -7.4% |
| 1Y | +22.5% | +14.4% | +8.0% | +13.7% |
| 3Y | +100.5% | +13.0% | +87.5% | +81.7% |
| All | +180.5% | -4.5% | +185.1% | +177.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling