+17.6%
ABNB vs NLY
+40.8%
-23.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.8% |
| 7D | -6.5% | -4.0% | -2.5% | -4.0% |
| 30D | -5.5% | -5.2% | -0.3% | -2.2% |
| 3M | +30.0% | +2.8% | +27.2% | +28.0% |
| 6M | +27.6% | +4.2% | +23.4% | +24.3% |
| YTD | +25.4% | +4.7% | +20.7% | +21.2% |
| 1Y | +38.3% | +12.7% | +25.6% | +27.1% |
| 3Y | +15.5% | +62.5% | -47.0% | -17.2% |
| 5Y | +3.0% | +26.3% | -23.3% | -2.9% |
| All | +17.6% | +40.8% | -23.1% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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