-50.4%
NBIS vs ALM
-45.4%
-5.0%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.8% | -6.5% | -10.3% | -13.4% |
| 7D | +6.9% | -4.0% | +10.9% | +10.3% |
| 30D | -37.8% | -30.5% | -7.3% | -27.6% |
| 3M | -50.4% | -46.9% | -3.5% | -38.3% |
| All | -50.4% | -45.4% | -5.0% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 3mo: compounded portfolio wealth divided by compounded ALM 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…
3mo analysis · Full analysis span regression · Available span rolling