+243.5%
NEM vs ABNB
+14.7%
+228.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.8% |
| 7D | -3.3% | -9.5% | +6.2% | -1.7% |
| 30D | +7.8% | -9.4% | +17.2% | +9.6% |
| 3M | +36.3% | +29.9% | +6.4% | +30.4% |
| 6M | +6.6% | +26.6% | -20.0% | +2.3% |
| YTD | +27.1% | +23.5% | +3.6% | +22.1% |
| 1Y | +62.3% | +35.8% | +26.5% | +53.9% |
| All | +243.5% | +14.7% | +228.8% | +204.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling