+244.4%
NXT vs AME
+67.0%
+177.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.2% | -4.2% | -4.0% |
| 7D | +15.1% | -1.5% | +16.6% | +16.0% |
| 30D | +21.8% | -4.2% | +26.0% | +26.0% |
| 3M | +1.6% | -5.9% | +7.5% | +7.1% |
| 6M | -16.7% | +2.8% | -19.5% | -18.8% |
| YTD | +20.4% | +16.6% | +3.8% | +5.4% |
| 1Y | +0.2% | +22.1% | -21.9% | -15.5% |
| 3Y | +208.7% | +64.7% | +144.0% | +90.9% |
| All | +244.4% | +67.0% | +177.4% | +119.4% |
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