+64.7%
ABNB vs COMP
+431.5%
-366.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.7% | -5.5% | -0.9% |
| 7D | +11.2% | +14.5% | -3.3% | +8.5% |
| 30D | +14.7% | +14.9% | -0.2% | +11.7% |
| 3M | +6.9% | -14.2% | +21.1% | +9.1% |
| 6M | +34.5% | +23.7% | +10.8% | +28.7% |
| YTD | +40.2% | +2.1% | +38.1% | +36.3% |
| 1Y | +57.4% | +26.2% | +31.2% | +47.7% |
| 3Y | +64.7% | +470.9% | -406.2% | +10.6% |
| All | +64.7% | +431.5% | -366.8% | +10.6% |
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