+19.7%
ABNB vs CAPR
+42.0%
-22.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.6% | -0.5% | -4.0% |
| 7D | -4.4% | -9.5% | +5.1% | -4.3% |
| 30D | -2.0% | +121.5% | -123.5% | -2.8% |
| 3M | +29.8% | -65.4% | +95.2% | +30.4% |
| 6M | +31.0% | -67.5% | +98.5% | +31.6% |
| YTD | +28.6% | -68.6% | +97.2% | +29.1% |
| 1Y | +40.1% | +42.7% | -2.6% | +34.2% |
| 3Y | +19.7% | +43.4% | -23.7% | +2.8% |
| All | +19.7% | +42.0% | -22.3% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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