+543.2%
NBIS vs ACM
-33.1%
+576.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.8% | -0.2% | -16.6% | -16.8% |
| 7D | +6.9% | +5.1% | +1.8% | +5.6% |
| 30D | -37.8% | +18.7% | -56.5% | -40.3% |
| 3M | -50.4% | +15.5% | -65.8% | -52.4% |
| 6M | -28.2% | +1.2% | -29.4% | -29.4% |
| YTD | +53.7% | -25.2% | +78.9% | +81.1% |
| 1Y | +36.3% | -46.3% | +82.6% | +115.3% |
| All | +543.2% | -33.1% | +576.3% | +606.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling