+44.2%
ABNB vs BROS
-18.6%
+62.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.9% | +4.7% | +5.4% |
| 7D | +6.2% | +2.5% | +3.7% | +5.7% |
| 30D | +7.5% | +15.1% | -7.6% | +4.2% |
| 3M | +17.6% | -31.4% | +49.0% | +26.6% |
| 6M | +27.0% | -22.6% | +49.6% | +31.3% |
| YTD | +30.0% | -28.1% | +58.1% | +32.2% |
| 1Y | +44.2% | -20.3% | +64.4% | +42.1% |
| All | +44.2% | -18.6% | +62.8% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 1y: compounded portfolio wealth divided by compounded BROS 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…
1y analysis · Full analysis span regression · 6 months rolling