+17.6%
ABNB vs NTRS
+142.8%
-125.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.0% |
| 7D | -6.5% | +1.4% | -7.8% | -7.1% |
| 30D | -5.5% | -0.7% | -4.8% | -5.2% |
| 3M | +30.0% | +11.3% | +18.7% | +23.1% |
| 6M | +27.6% | +35.5% | -7.9% | +8.9% |
| YTD | +25.4% | +40.6% | -15.2% | +4.9% |
| 1Y | +38.3% | +49.2% | -10.9% | +12.0% |
| 3Y | +15.5% | +167.2% | -151.7% | -31.9% |
| 5Y | +3.0% | +94.9% | -91.9% | -29.2% |
| All | +17.6% | +142.8% | -125.2% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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