+15.9%
ABNB vs NTRS
+140.2%
-124.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.5% | -1.8% |
| 7D | -9.5% | +0.3% | -9.8% | -9.6% |
| 30D | -9.4% | +0.2% | -9.5% | -9.5% |
| 3M | +29.9% | +13.2% | +16.7% | +21.8% |
| 6M | +26.6% | +36.9% | -10.4% | +7.5% |
| YTD | +23.5% | +39.1% | -15.6% | +3.9% |
| 1Y | +35.8% | +50.4% | -14.6% | +9.5% |
| 3Y | +15.0% | +166.8% | -151.8% | -32.2% |
| 5Y | +1.5% | +92.9% | -91.4% | -29.9% |
| All | +15.9% | +140.2% | -124.4% | -16.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling