+19.7%
ABNB vs BROS
+64.7%
-45.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -3.8% |
| 7D | -4.4% | -0.9% | -3.5% | -4.3% |
| 30D | -2.0% | -13.5% | +11.5% | +0.3% |
| 3M | +29.8% | -18.4% | +48.3% | +33.3% |
| 6M | +31.0% | -10.6% | +41.6% | +31.8% |
| YTD | +28.6% | -25.1% | +53.7% | +32.7% |
| 1Y | +40.1% | -28.6% | +68.7% | +45.0% |
| 3Y | +19.7% | +65.6% | -45.9% | +5.6% |
| All | +19.7% | +64.7% | -45.0% | +5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling