+17.2%
ABNB vs CARR
+66.5%
-49.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.9% | -1.9% |
| 7D | -7.4% | +0.6% | -8.1% | -7.7% |
| 30D | -8.2% | -8.7% | +0.5% | -4.3% |
| 3M | +29.1% | -18.4% | +47.5% | +40.4% |
| 6M | +26.6% | -0.6% | +27.2% | +22.5% |
| YTD | +25.0% | +10.9% | +14.1% | +13.3% |
| 1Y | +37.0% | -7.3% | +44.3% | +36.2% |
| 3Y | +16.3% | +2.9% | +13.4% | +3.9% |
| 5Y | +2.2% | +9.6% | -7.5% | -23.7% |
| All | +17.2% | +66.5% | -49.3% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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