+235.9%
NVDA vs ABNB
+58.9%
+177.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.1% | -5.1% | -3.2% |
| 7D | -12.7% | -1.7% | -11.1% | -12.2% |
| 30D | -26.4% | +11.8% | -38.2% | -30.0% |
| 3M | -27.6% | +0.9% | -28.5% | -28.6% |
| 6M | -27.7% | +40.5% | -68.2% | -39.8% |
| YTD | -12.5% | +37.6% | -50.1% | -27.1% |
| 1Y | -12.6% | +54.1% | -66.8% | -31.8% |
| 3Y | +235.9% | +56.8% | +179.2% | +170.1% |
| All | +235.9% | +58.9% | +177.0% | +170.1% |
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