+1,101.8%
NBIS vs AIG
-0.7%
+1,102.4%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.2% |
| 7D | +17.8% | -1.4% | +19.2% | +17.0% |
| 30D | +30.5% | -3.3% | +33.9% | +28.7% |
| 3M | +9.2% | +2.2% | +7.0% | +10.7% |
| 6M | +153.2% | -2.1% | +155.3% | +153.4% |
| YTD | +187.1% | -11.2% | +198.3% | +183.2% |
| 1Y | +151.1% | -2.1% | +153.2% | +151.6% |
| All | +1,101.8% | -0.7% | +1,102.4% | +1,379.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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