+1,040.6%
NBIS vs AFL
+4.3%
+1,036.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.2% | -4.9% | -5.3% |
| 7D | +8.3% | -3.3% | +11.6% | +5.9% |
| 30D | +18.1% | -5.0% | +23.0% | +14.0% |
| 3M | +7.8% | -1.8% | +9.5% | +7.0% |
| 6M | +136.6% | +4.8% | +131.7% | +143.4% |
| YTD | +172.5% | +5.4% | +167.1% | +181.3% |
| 1Y | +144.3% | +9.0% | +135.3% | +153.9% |
| All | +1,040.6% | +4.3% | +1,036.3% | +1,047.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling