+2.2%
ABNB vs NTAP
+129.9%
-127.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.5% | -1.8% |
| 7D | -7.4% | +2.2% | -9.6% | -8.3% |
| 30D | -8.2% | -7.0% | -1.1% | -5.5% |
| 3M | +29.1% | +12.3% | +16.8% | +21.3% |
| 6M | +26.6% | +85.1% | -58.6% | -10.2% |
| YTD | +25.0% | +74.8% | -49.8% | -9.2% |
| 1Y | +37.0% | +52.7% | -15.7% | +6.7% |
| 3Y | +16.3% | +147.7% | -131.3% | -38.0% |
| 5Y | +2.2% | +124.8% | -122.6% | -46.0% |
| All | +2.2% | +129.9% | -127.7% | -46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling