+28.0%
NXT vs AME
+26.4%
+1.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -2.9% |
| 7D | -0.2% | +1.3% | -1.5% | -1.7% |
| 30D | -20.0% | -6.6% | -13.4% | -13.5% |
| 3M | -30.9% | +3.0% | -33.9% | -32.2% |
| 6M | -23.8% | +5.3% | -29.1% | -27.0% |
| YTD | -5.4% | +15.4% | -20.9% | -13.5% |
| 1Y | +28.0% | +26.8% | +1.2% | +16.5% |
| All | +28.0% | +26.4% | +1.7% | +16.5% |
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