+21.8%
ABNB vs BTDR
+26.7%
-4.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.3% | -6.4% | -4.2% |
| 7D | -4.4% | +22.4% | -26.8% | -5.6% |
| 30D | -2.0% | +16.5% | -18.4% | -3.3% |
| 3M | +29.8% | -31.5% | +61.3% | +31.7% |
| 6M | +31.0% | +74.0% | -43.0% | +24.6% |
| YTD | +28.6% | +13.0% | +15.6% | +24.7% |
| 1Y | +40.1% | -0.2% | +40.3% | +34.8% |
| 3Y | +19.7% | +9.9% | +9.8% | +5.8% |
| 5Y | +6.5% | +28.1% | -21.6% | -12.0% |
| All | +21.8% | +26.7% | -4.9% | +1.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling