+15.9%
ABNB vs NOC
+88.8%
-73.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.8% | -1.1% |
| 7D | -9.5% | -1.8% | -7.7% | -9.6% |
| 30D | -9.4% | -9.4% | +0.1% | -10.1% |
| 3M | +29.9% | -3.8% | +33.7% | +29.6% |
| 6M | +26.6% | -28.8% | +55.3% | +23.2% |
| YTD | +23.5% | -7.9% | +31.4% | +22.6% |
| 1Y | +35.8% | -9.0% | +44.9% | +34.8% |
| 3Y | +15.0% | +29.1% | -14.1% | +16.9% |
| 5Y | +1.5% | +58.9% | -57.5% | +7.2% |
| All | +15.9% | +88.8% | -73.0% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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