+25.7%
ABNB vs NSC
+54.9%
-29.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -2.0% |
| 7D | -4.0% | -5.5% | +1.6% | -1.7% |
| 30D | +19.3% | -3.2% | +22.5% | +20.7% |
| 3M | +36.1% | +7.7% | +28.4% | +31.0% |
| 6M | +34.2% | +4.5% | +29.7% | +30.4% |
| YTD | +34.1% | +15.6% | +18.5% | +24.0% |
| 1Y | +45.1% | +19.8% | +25.3% | +31.9% |
| 3Y | +37.1% | +70.1% | -33.0% | +3.4% |
| 5Y | +15.2% | +46.1% | -31.0% | -5.0% |
| All | +25.7% | +54.9% | -29.2% | +5.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling