+18.5%
ABNB vs DD
+45.9%
-27.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.0% |
| 7D | -4.4% | -0.6% | -3.8% | -4.2% |
| 30D | -2.0% | -7.4% | +5.4% | +0.9% |
| 3M | +29.8% | -6.4% | +36.3% | +32.7% |
| 6M | +31.0% | -2.5% | +33.5% | +30.6% |
| YTD | +28.6% | +10.2% | +18.4% | +20.7% |
| 1Y | +40.1% | +36.9% | +3.1% | +17.8% |
| All | +18.5% | +45.9% | -27.5% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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