+15.9%
ABNB vs NLY
+41.4%
-25.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | +0.6% |
| 7D | -9.5% | -3.6% | -5.9% | -7.3% |
| 30D | -9.4% | -4.9% | -4.4% | -6.4% |
| 3M | +29.9% | +6.2% | +23.7% | +25.2% |
| 6M | +26.6% | +4.5% | +22.1% | +23.1% |
| YTD | +23.5% | +5.1% | +18.4% | +19.1% |
| 1Y | +35.8% | +13.5% | +22.3% | +24.3% |
| 3Y | +15.0% | +65.6% | -50.6% | -18.6% |
| 5Y | +1.5% | +26.9% | -25.4% | -4.6% |
| All | +15.9% | +41.4% | -25.5% | +10.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling