+15.5%
ABNB vs NLY
+64.2%
-48.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.8% |
| 7D | -6.5% | -4.0% | -2.5% | -4.1% |
| 30D | -5.5% | -5.2% | -0.3% | -2.3% |
| 3M | +30.0% | +2.8% | +27.2% | +28.2% |
| 6M | +27.6% | +4.2% | +23.4% | +24.5% |
| YTD | +25.4% | +4.7% | +20.7% | +21.5% |
| 1Y | +38.3% | +12.7% | +25.6% | +27.6% |
| 3Y | +15.5% | +62.5% | -47.0% | -14.6% |
| All | +15.5% | +64.2% | -48.7% | -14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling