+13.8%
ABNB vs NSC
+75.0%
-61.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -9.5% | -1.4% | -8.1% | -9.0% |
| 30D | -9.4% | -3.4% | -6.0% | -8.3% |
| 3M | +29.9% | +5.1% | +24.8% | +26.6% |
| 6M | +26.6% | +9.2% | +17.4% | +20.8% |
| YTD | +23.5% | +13.4% | +10.1% | +15.5% |
| 1Y | +35.8% | +20.8% | +15.1% | +23.3% |
| All | +13.8% | +75.0% | -61.2% | -16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling