+177.4%
NXT vs AME
+66.4%
+111.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | -0.3% |
| 7D | -1.1% | +0.6% | -1.7% | -1.7% |
| 30D | -15.3% | -6.7% | -8.7% | -9.2% |
| 3M | -43.8% | +4.1% | -47.9% | -45.4% |
| 6M | -18.7% | +1.6% | -20.2% | -19.1% |
| YTD | -3.0% | +16.1% | -19.1% | -14.1% |
| 1Y | +22.7% | +27.3% | -4.6% | +0.1% |
| 3Y | +95.9% | +50.9% | +45.1% | +31.6% |
| All | +177.4% | +66.4% | +111.0% | +78.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling