+207.3%
NXT vs AME
+68.9%
+138.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.6% | -7.5% | -7.5% |
| 7D | -6.0% | +8.1% | -14.1% | -12.8% |
| 30D | +5.4% | -3.8% | +9.2% | +8.7% |
| 3M | -9.7% | -6.6% | -3.1% | -4.1% |
| 6M | -25.3% | +4.6% | -29.9% | -28.4% |
| YTD | +7.5% | +17.9% | -10.5% | -7.1% |
| 1Y | -3.0% | +23.2% | -26.2% | -19.0% |
| 3Y | +171.4% | +62.9% | +108.5% | +68.9% |
| All | +207.3% | +68.9% | +138.3% | +93.6% |
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