+172.1%
NXT vs AMP
+65.4%
+106.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.5% |
| 7D | -1.9% | -0.5% | -1.4% | -1.6% |
| 30D | -20.0% | -1.3% | -18.7% | -19.5% |
| 3M | -30.7% | +24.2% | -54.9% | -38.2% |
| 6M | -29.0% | +24.6% | -53.5% | -36.7% |
| YTD | -4.8% | +14.8% | -19.7% | -12.3% |
| 1Y | +22.8% | +12.8% | +10.0% | +14.1% |
| 3Y | +93.9% | +69.0% | +25.0% | +27.3% |
| All | +172.1% | +65.4% | +106.7% | +71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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