+16.7%
ABNB vs BTSG
+421.3%
-404.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.0% | -7.1% | -4.6% |
| 7D | -4.4% | +5.7% | -10.1% | -5.3% |
| 30D | -2.0% | +0.2% | -2.2% | -2.2% |
| 3M | +29.8% | +5.6% | +24.2% | +27.4% |
| 6M | +31.0% | +50.8% | -19.8% | +19.7% |
| YTD | +28.6% | +67.0% | -38.4% | +15.3% |
| 1Y | +40.1% | +145.5% | -105.5% | +17.6% |
| All | +16.7% | +421.3% | -404.7% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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