+31.5%
ABNB vs ECL
+45.3%
-13.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.9% | -1.1% |
| 7D | +11.2% | -0.5% | +11.7% | +11.5% |
| 30D | +14.7% | +8.8% | +5.9% | +8.8% |
| 3M | +6.9% | +7.8% | -1.0% | +1.8% |
| 6M | +34.5% | +21.3% | +13.2% | +18.8% |
| YTD | +40.2% | +17.8% | +22.4% | +25.4% |
| 1Y | +57.4% | +21.1% | +36.4% | +38.0% |
| 3Y | +64.7% | +80.1% | -15.4% | +7.1% |
| 5Y | -2.3% | +40.5% | -42.7% | -35.1% |
| All | +31.5% | +45.3% | -13.8% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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