+479.4%
NBIS vs ACM
-32.7%
+512.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +0.6% | -10.5% | -10.1% |
| 7D | -10.5% | +5.6% | -16.1% | -11.7% |
| 30D | -37.7% | +20.8% | -58.5% | -40.4% |
| 3M | -54.6% | +11.4% | -66.0% | -55.9% |
| 6M | -44.1% | +0.9% | -45.0% | -44.9% |
| YTD | +38.4% | -24.8% | +63.3% | +62.9% |
| 1Y | +30.7% | -46.4% | +77.2% | +108.3% |
| All | +479.4% | -32.7% | +512.1% | +535.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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