+15.9%
ABNB vs DG
-35.5%
+51.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.0% |
| 7D | -9.5% | -6.3% | -3.2% | -8.7% |
| 30D | -9.4% | +2.4% | -11.8% | -9.7% |
| 3M | +29.9% | +12.4% | +17.4% | +27.6% |
| 6M | +26.6% | -14.9% | +41.5% | +28.6% |
| YTD | +23.5% | -6.1% | +29.6% | +23.9% |
| 1Y | +35.8% | +17.9% | +18.0% | +32.4% |
| 3Y | +15.0% | +3.1% | +11.8% | +12.4% |
| 5Y | +1.5% | -38.7% | +40.1% | +14.7% |
| All | +15.9% | -35.5% | +51.3% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded DG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling