+15.9%
ABNB vs EAT
+305.1%
-289.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -9.5% | -6.2% | -3.3% | -7.7% |
| 30D | -9.4% | -3.0% | -6.3% | -9.0% |
| 3M | +29.9% | +45.6% | -15.8% | +14.5% |
| 6M | +26.6% | +53.5% | -27.0% | +8.4% |
| YTD | +23.5% | +49.6% | -26.1% | +6.0% |
| 1Y | +35.8% | +38.9% | -3.1% | +18.1% |
| 3Y | +15.0% | +589.7% | -574.7% | -49.3% |
| 5Y | +1.5% | +318.7% | -317.2% | -52.4% |
| All | +15.9% | +305.1% | -289.2% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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