+1,101.8%
NBIS vs ALM
+1,193.1%
-91.4%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.7% | -0.9% |
| 7D | +17.8% | +3.6% | +14.1% | +17.2% |
| 30D | +30.5% | +33.8% | -3.2% | +25.6% |
| 3M | +9.2% | +14.8% | -5.6% | +6.3% |
| 6M | +153.2% | -7.0% | +160.1% | +146.9% |
| YTD | +187.1% | +108.1% | +79.1% | +178.2% |
| 1Y | +151.1% | +313.8% | -162.7% | +149.2% |
| All | +1,101.8% | +1,193.1% | -91.4% | +1,274.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling