+31.3%
ABNB vs CAPR
+119.0%
-87.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +4.7% | +7.0% | +11.6% |
| 7D | +15.6% | +41.1% | -25.5% | +14.9% |
| 30D | +18.3% | +11.1% | +7.2% | +18.0% |
| 3M | +25.3% | +115.3% | -90.0% | +23.1% |
| 6M | +35.8% | -73.8% | +109.6% | +37.3% |
| YTD | +40.0% | -68.8% | +108.8% | +40.8% |
| 1Y | +57.6% | +43.3% | +14.3% | +45.9% |
| 3Y | +60.8% | +214.7% | -153.9% | +23.0% |
| 5Y | -5.8% | +141.3% | -147.1% | -31.5% |
| All | +31.3% | +119.0% | -87.7% | -6.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling