+22.7%
NXT vs AME
+29.8%
-7.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | -0.5% |
| 7D | -1.1% | +0.6% | -1.7% | -1.8% |
| 30D | -15.3% | -6.7% | -8.7% | -8.3% |
| 3M | -43.8% | +4.1% | -47.9% | -45.5% |
| 6M | -18.7% | +1.6% | -20.2% | -20.4% |
| YTD | -3.0% | +16.1% | -19.1% | -12.3% |
| 1Y | +22.7% | +27.3% | -4.6% | +9.8% |
| All | +22.7% | +29.8% | -7.0% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 1y: compounded portfolio wealth divided by compounded AME 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…
1y analysis · Full analysis span regression · 6 months rolling