+15.6%
ABNB vs AUR
-35.0%
+50.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.7% | -2.8% |
| 7D | -7.4% | +11.1% | -18.5% | -9.1% |
| 30D | -8.2% | -6.9% | -1.3% | -7.4% |
| 3M | +29.1% | +5.5% | +23.6% | +26.9% |
| 6M | +26.6% | +41.0% | -14.4% | +16.8% |
| YTD | +25.0% | +69.3% | -44.3% | +11.2% |
| 1Y | +37.0% | +14.0% | +23.0% | +29.4% |
| 3Y | +16.3% | +90.1% | -73.7% | -15.2% |
| 5Y | +2.2% | -34.4% | +36.6% | -29.3% |
| All | +15.6% | -35.0% | +50.6% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 all: compounded portfolio wealth divided by compounded AUR 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…
all analysis · Full analysis span regression · 6 months rolling