+28.0%
NBIS vs AFL
+18.6%
+9.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.0% | -7.7% | -4.7% |
| 7D | -22.4% | +2.9% | -25.3% | -17.7% |
| 30D | -39.1% | +11.5% | -50.6% | -24.5% |
| 3M | -37.3% | +0.6% | -37.9% | -35.4% |
| 6M | -19.8% | +11.7% | -31.5% | +1.9% |
| YTD | +69.1% | +15.4% | +53.7% | +127.2% |
| 1Y | +28.0% | +17.6% | +10.5% | +80.9% |
| All | +28.0% | +18.6% | +9.4% | +80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 1y: compounded portfolio wealth divided by compounded AFL 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…
1y analysis · Full analysis span regression · 6 months rolling