+6.9%
NXT vs AME
+21.1%
-14.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -4.6% | +15.7% | +16.6% |
| 7D | +30.0% | -4.4% | +34.4% | +35.7% |
| 30D | +28.6% | -5.9% | +34.5% | +37.3% |
| 3M | +8.4% | -6.5% | +14.9% | +17.1% |
| 6M | -8.7% | +3.2% | -11.9% | -13.6% |
| YTD | +22.5% | +16.0% | +6.5% | -7.1% |
| 1Y | +6.9% | +20.4% | -13.5% | -23.7% |
| All | +6.9% | +21.1% | -14.2% | -23.7% |
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