+248.8%
NBIS vs AFL
+11.7%
+237.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.0% | +8.5% | +5.9% |
| 7D | +8.2% | +0.6% | +7.6% | +9.3% |
| 30D | +3.4% | -6.2% | +9.6% | -7.6% |
| 3M | -12.8% | +2.2% | -15.0% | -8.1% |
| 6M | +131.5% | +5.3% | +126.3% | +154.4% |
| YTD | +170.5% | +8.0% | +162.5% | +211.2% |
| 1Y | +248.8% | +10.2% | +238.5% | +320.3% |
| All | +248.8% | +11.7% | +237.1% | +320.3% |
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