+1,022.8%
NBIS vs AME
+43.9%
+978.8%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.3% | -4.8% | -5.3% |
| 7D | -0.8% | +1.7% | -2.6% | -2.9% |
| 30D | -13.4% | -6.4% | -6.9% | -6.3% |
| 3M | +1.0% | +7.1% | -6.0% | -3.2% |
| 6M | +100.5% | +8.2% | +92.3% | +89.2% |
| YTD | +168.3% | +18.2% | +150.1% | +129.7% |
| 1Y | +151.8% | +26.7% | +125.0% | +100.5% |
| All | +1,022.8% | +43.9% | +978.8% | +725.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling