+180.5%
NXT vs AMP
+65.1%
+115.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.5% |
| 7D | +2.9% | +2.6% | +0.3% | +1.5% |
| 30D | -17.2% | +0.8% | -18.1% | -17.6% |
| 3M | -32.0% | +24.3% | -56.3% | -39.4% |
| 6M | -15.8% | +20.6% | -36.3% | -23.8% |
| YTD | -1.9% | +14.6% | -16.5% | -9.6% |
| 1Y | +22.5% | +14.5% | +7.9% | +12.9% |
| 3Y | +100.5% | +67.9% | +32.6% | +32.1% |
| All | +180.5% | +65.1% | +115.4% | +76.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling