+1.5%
ABNB vs DD
+57.4%
-55.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.9% |
| 7D | -9.5% | -2.9% | -6.6% | -8.0% |
| 30D | -9.4% | -11.5% | +2.1% | -3.2% |
| 3M | +29.9% | -5.4% | +35.3% | +33.0% |
| 6M | +26.6% | -6.9% | +33.5% | +29.4% |
| YTD | +23.5% | +6.9% | +16.6% | +15.4% |
| 1Y | +35.8% | +35.6% | +0.2% | +8.3% |
| 3Y | +15.0% | +42.5% | -27.6% | -15.0% |
| 5Y | +1.5% | +58.5% | -57.0% | -27.7% |
| All | +1.5% | +57.4% | -55.9% | -27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling