+180.5%
NXT vs AME
+66.4%
+114.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +2.9% | +2.8% | +0.1% | +0.1% |
| 30D | -17.2% | -6.3% | -11.0% | -11.7% |
| 3M | -32.0% | +5.4% | -37.4% | -34.8% |
| 6M | -15.8% | +7.4% | -23.2% | -20.2% |
| YTD | -1.9% | +16.2% | -18.1% | -13.1% |
| 1Y | +22.5% | +26.8% | -4.3% | +0.3% |
| 3Y | +100.5% | +57.5% | +43.0% | +29.7% |
| All | +180.5% | +66.4% | +114.1% | +80.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling