-9.9%
ABNB vs ABCL
-26.2%
+16.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.2% | +3.3% |
| 7D | -1.7% | -3.3% | +1.6% | -1.1% |
| 30D | +11.8% | -7.1% | +18.9% | +12.6% |
| 3M | +0.9% | +4.7% | -3.8% | -1.6% |
| 6M | +40.5% | +140.9% | -100.4% | +13.5% |
| YTD | +37.6% | +236.0% | -198.3% | +1.9% |
| 1Y | +54.1% | +217.4% | -163.3% | +15.2% |
| 3Y | +56.8% | +188.7% | -131.9% | +7.2% |
| All | -9.9% | -26.2% | +16.3% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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