+227.7%
NXT vs AME
+67.0%
+160.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | 0.0% | -4.9% | -4.9% |
| 7D | +4.0% | -4.1% | +8.1% | +7.5% |
| 30D | +15.9% | -4.1% | +20.1% | +19.9% |
| 3M | -3.0% | -5.6% | +2.6% | +1.9% |
| 6M | -20.7% | +2.8% | -23.6% | -22.7% |
| YTD | +14.6% | +16.6% | -2.0% | +0.2% |
| 1Y | -7.1% | +21.1% | -28.2% | -21.1% |
| 3Y | +189.4% | +61.1% | +128.3% | +82.1% |
| All | +227.7% | +67.0% | +160.7% | +108.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling