+152.5%
NEM vs ABNB
+16.6%
+136.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.4% |
| 7D | -1.0% | -6.5% | +5.5% | -0.5% |
| 30D | +7.8% | -5.5% | +13.3% | +8.3% |
| 3M | +30.2% | +30.0% | +0.2% | +27.4% |
| 6M | +9.6% | +27.6% | -18.0% | +7.4% |
| YTD | +27.8% | +25.4% | +2.4% | +25.2% |
| 1Y | +60.7% | +38.3% | +22.4% | +56.4% |
| 3Y | +245.3% | +15.5% | +229.8% | +235.7% |
| 5Y | +155.3% | +3.0% | +152.3% | +141.9% |
| All | +152.5% | +16.6% | +136.0% | +140.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABNB.
Daily Out/Under-Performance
Portfolio return minus ABNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABNB 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 ABNB 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