+29.1%
ABNB vs NSC
+54.8%
-25.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.7% | +3.8% |
| 7D | -1.7% | +2.5% | -4.2% | -2.7% |
| 30D | +11.8% | +1.7% | +10.1% | +10.9% |
| 3M | +0.9% | -2.6% | +3.4% | +1.7% |
| 6M | +40.5% | +6.4% | +34.0% | +35.3% |
| YTD | +37.6% | +15.5% | +22.1% | +27.1% |
| 1Y | +54.1% | +17.6% | +36.5% | +41.1% |
| 3Y | +56.8% | +75.0% | -18.2% | +16.7% |
| 5Y | -9.6% | +32.2% | -41.7% | -26.3% |
| All | +29.1% | +54.8% | -25.7% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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