+44.2%
ABNB vs BTDR
-69.9%
+114.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -5.6% | +11.3% | +5.7% |
| 7D | +6.2% | -17.6% | +23.8% | +6.7% |
| 30D | +7.5% | -40.3% | +47.8% | +8.9% |
| 3M | +17.6% | -42.6% | +60.3% | +19.2% |
| 6M | +27.0% | -46.3% | +73.3% | +28.8% |
| YTD | +30.0% | -41.7% | +71.7% | +29.2% |
| 1Y | +44.2% | -69.4% | +113.6% | +43.3% |
| All | +44.2% | -69.9% | +114.0% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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