+29.1%
ABNB vs NTAP
+249.3%
-220.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.5% | +5.7% | +4.1% |
| 7D | -1.7% | +7.2% | -8.9% | -4.5% |
| 30D | +11.8% | -18.4% | +30.2% | +19.8% |
| 3M | +0.9% | -11.3% | +12.2% | +3.4% |
| 6M | +40.5% | +53.8% | -13.3% | +7.9% |
| YTD | +37.6% | +72.0% | -34.3% | -1.4% |
| 1Y | +54.1% | +68.0% | -13.9% | +11.6% |
| 3Y | +56.8% | +149.5% | -92.7% | -16.7% |
| 5Y | -9.6% | +125.6% | -135.2% | -50.9% |
| All | +29.1% | +249.3% | -220.2% | -51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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