+60.8%
ABNB vs COMP
+353.8%
-293.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +10.7% | +0.9% | +9.7% |
| 7D | +15.6% | +13.4% | +2.1% | +13.1% |
| 30D | +18.3% | +11.1% | +7.2% | +16.0% |
| 3M | +25.3% | -18.8% | +44.1% | +29.2% |
| 6M | +35.8% | +10.5% | +25.3% | +32.5% |
| YTD | +40.0% | -3.4% | +43.4% | +37.5% |
| 1Y | +57.6% | +19.7% | +37.9% | +49.4% |
| 3Y | +60.8% | +381.6% | -320.8% | +12.8% |
| All | +60.8% | +353.8% | -293.0% | +12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling