+10.3%
ABNB vs ES
-5.6%
+15.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.7% |
| 7D | -4.0% | +0.3% | -4.3% | -4.0% |
| 30D | +19.3% | -2.0% | +21.3% | +19.7% |
| 3M | +36.1% | +1.7% | +34.4% | +35.7% |
| 6M | +34.2% | -3.5% | +37.8% | +34.9% |
| YTD | +34.1% | +7.9% | +26.1% | +32.1% |
| 1Y | +45.1% | +17.2% | +28.0% | +40.4% |
| 3Y | +37.1% | +29.3% | +7.8% | +27.6% |
| All | +10.3% | -5.6% | +15.9% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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