+479.4%
NBIS vs ARM
+25.2%
+454.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -4.6% | -5.3% | -6.6% |
| 7D | -10.5% | +9.1% | -19.6% | -14.9% |
| 30D | -37.7% | -19.9% | -17.8% | -25.9% |
| 3M | -54.6% | -31.6% | -22.9% | -41.3% |
| 6M | -44.1% | -13.9% | -30.2% | -39.1% |
| YTD | +38.4% | +74.3% | -35.9% | -17.1% |
| 1Y | +30.7% | +35.8% | -5.0% | -4.1% |
| All | +479.4% | +25.2% | +454.2% | +352.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 ARM 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