-3.8%
ABNB vs COMP
-51.7%
+47.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.7% | -5.8% | -3.7% |
| 7D | +2.7% | +2.2% | +0.5% | +2.1% |
| 30D | +10.8% | +16.3% | -5.5% | +6.9% |
| 3M | -2.1% | -19.1% | +17.1% | +2.2% |
| 6M | +32.2% | +17.1% | +15.0% | +25.9% |
| YTD | +33.5% | -2.9% | +36.4% | +29.9% |
| 1Y | +47.8% | +8.8% | +39.0% | +39.8% |
| 3Y | +53.3% | +423.5% | -370.2% | -10.2% |
| 5Y | -5.5% | -10.5% | +5.0% | -19.8% |
| All | -3.8% | -51.7% | +47.9% | -6.9% |
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