+25.7%
ABNB vs D
+12.8%
+13.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.7% |
| 7D | -4.0% | +0.4% | -4.4% | -4.0% |
| 30D | +19.3% | -3.6% | +22.9% | +19.4% |
| 3M | +36.1% | -1.0% | +37.1% | +36.1% |
| 6M | +34.2% | +6.3% | +28.0% | +33.9% |
| YTD | +34.1% | +14.7% | +19.3% | +33.4% |
| 1Y | +45.1% | +16.9% | +28.2% | +44.2% |
| 3Y | +37.1% | +56.8% | -19.7% | +32.0% |
| 5Y | +15.2% | +5.2% | +10.0% | +8.5% |
| All | +25.7% | +12.8% | +13.0% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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