+1,101.8%
NBIS vs ACM
-39.2%
+1,140.9%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.6% | -0.6% |
| 7D | +17.8% | -3.7% | +21.4% | +18.9% |
| 30D | +30.5% | -12.7% | +43.2% | +36.6% |
| 3M | +9.2% | -9.8% | +19.0% | +11.1% |
| 6M | +153.2% | -31.4% | +184.6% | +209.5% |
| YTD | +187.1% | -32.1% | +219.2% | +246.1% |
| 1Y | +151.1% | -47.8% | +198.9% | +272.2% |
| All | +1,101.8% | -39.2% | +1,140.9% | +1,250.1% |
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