+1,040.6%
NBIS vs AMCR
-13.9%
+1,054.5%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.3% | -4.8% | -5.1% |
| 7D | +8.3% | -5.0% | +13.3% | +8.4% |
| 30D | +18.1% | -8.0% | +26.0% | +18.4% |
| 3M | +7.8% | +14.3% | -6.5% | +3.4% |
| 6M | +136.6% | +5.3% | +131.2% | +130.9% |
| YTD | +172.5% | +7.7% | +164.8% | +159.9% |
| 1Y | +144.3% | +10.8% | +133.4% | +129.0% |
| All | +1,040.6% | -13.9% | +1,054.5% | +1,102.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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