+1.1%
ABNB vs COMP
-49.2%
+50.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.7% | -5.5% | -1.1% |
| 7D | +11.2% | +14.5% | -3.3% | +7.9% |
| 30D | +14.7% | +14.9% | -0.2% | +11.0% |
| 3M | +6.9% | -14.2% | +21.1% | +10.1% |
| 6M | +34.5% | +23.7% | +10.8% | +26.6% |
| YTD | +40.2% | +2.1% | +38.1% | +35.0% |
| 1Y | +57.4% | +26.2% | +31.2% | +44.0% |
| 3Y | +64.7% | +470.9% | -406.2% | -5.5% |
| 5Y | -2.3% | -14.0% | +11.8% | -16.5% |
| All | +1.1% | -49.2% | +50.3% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling