-2.8%
ABNB vs EL
-64.5%
+61.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.9% |
| 7D | +11.9% | +7.6% | +4.3% | +9.1% |
| 30D | +12.7% | +15.7% | -3.0% | +6.7% |
| 3M | +1.2% | +30.5% | -29.3% | -9.1% |
| 6M | +32.1% | +32.5% | -0.5% | +17.2% |
| YTD | +37.7% | +9.4% | +28.3% | +28.6% |
| 1Y | +55.5% | +28.4% | +27.1% | +35.6% |
| 3Y | +58.2% | +4.4% | +53.7% | +35.1% |
| 5Y | -2.8% | -64.5% | +61.7% | +78.4% |
| All | -2.8% | -64.5% | +61.8% | +78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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