+17.2%
ABNB vs DGX
+112.4%
-95.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -7.4% | -2.2% | -5.2% | -7.2% |
| 30D | -8.2% | -0.9% | -7.2% | -8.1% |
| 3M | +29.1% | +15.6% | +13.6% | +27.0% |
| 6M | +26.6% | +17.8% | +8.8% | +24.1% |
| YTD | +25.0% | +37.5% | -12.5% | +20.0% |
| 1Y | +37.0% | +31.2% | +5.9% | +32.3% |
| 3Y | +16.3% | +96.6% | -80.3% | +5.3% |
| 5Y | +2.2% | +64.9% | -62.7% | -10.6% |
| All | +17.2% | +112.4% | -95.2% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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