-2.5%
ABNB vs EMR
+88.6%
-91.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.1% |
| 7D | +11.9% | +0.7% | +11.3% | +11.4% |
| 30D | +12.7% | +3.5% | +9.2% | +10.1% |
| 3M | +1.2% | +5.9% | -4.7% | -2.9% |
| 6M | +32.1% | +19.4% | +12.6% | +16.3% |
| YTD | +37.7% | +27.7% | +10.0% | +13.2% |
| 1Y | +55.5% | +30.9% | +24.6% | +25.2% |
| 3Y | +58.2% | +104.2% | -46.0% | -15.4% |
| All | -2.5% | +88.6% | -91.1% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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