+1,040.6%
NBIS vs ACM
-40.3%
+1,080.8%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.8% | -3.3% | -4.6% |
| 7D | +8.3% | -5.9% | +14.2% | +10.1% |
| 30D | +18.1% | -6.2% | +24.3% | +19.0% |
| 3M | +7.8% | -7.9% | +15.6% | +7.2% |
| 6M | +136.6% | -30.6% | +167.2% | +184.6% |
| YTD | +172.5% | -33.3% | +205.8% | +230.1% |
| 1Y | +144.3% | -49.2% | +193.4% | +268.3% |
| All | +1,040.6% | -40.3% | +1,080.8% | +1,187.8% |
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