+120.2%
NEM vs ABNB
-9.4%
+129.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.7% | 0.0% |
| 7D | -6.4% | -1.7% | -4.7% | -6.2% |
| 30D | +1.4% | +11.8% | -10.4% | 0.0% |
| 3M | -0.7% | +0.9% | -1.6% | -1.0% |
| 6M | -4.5% | +40.5% | -44.9% | -8.5% |
| YTD | +14.0% | +37.6% | -23.6% | +9.3% |
| 1Y | +27.3% | +54.1% | -26.8% | +20.7% |
| 3Y | +250.5% | +56.8% | +193.7% | +226.9% |
| All | +120.2% | -9.4% | +129.6% | +102.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling