-4.5%
NOW vs ABNB
+30.3%
-34.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -3.1% | +11.2% | -14.3% | -7.3% |
| 30D | -27.0% | +14.7% | -41.8% | -31.1% |
| 3M | -17.7% | +6.9% | -24.6% | -20.4% |
| 6M | +12.7% | +34.5% | -21.8% | -0.3% |
| YTD | -32.9% | +40.2% | -73.1% | -41.6% |
| 1Y | -40.4% | +57.4% | -97.8% | -50.3% |
| 3Y | -17.1% | +64.7% | -81.8% | -33.9% |
| 5Y | -25.7% | -2.3% | -23.4% | -36.0% |
| All | -4.5% | +30.3% | -34.8% | -23.2% |
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