+20.6%
ABNB vs BG
+126.4%
-105.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.4% | -8.4% | -4.9% |
| 7D | -4.4% | +2.4% | -6.7% | -4.8% |
| 30D | -2.0% | +15.0% | -17.0% | -4.7% |
| 3M | +29.8% | -0.7% | +30.5% | +29.5% |
| 6M | +31.0% | +7.5% | +23.5% | +28.0% |
| YTD | +28.6% | +41.6% | -13.0% | +17.2% |
| 1Y | +40.1% | +50.7% | -10.6% | +25.3% |
| 3Y | +19.7% | +20.3% | -0.6% | +11.6% |
| 5Y | +6.5% | +85.2% | -78.8% | -7.8% |
| All | +20.6% | +126.4% | -105.8% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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