+35.8%
ABNB vs ES
+4.1%
+31.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -2.9% | +14.6% | +11.8% |
| 7D | +15.6% | +1.9% | +13.7% | +14.6% |
| 30D | +18.3% | +7.1% | +11.2% | +16.3% |
| 3M | +25.3% | -1.9% | +27.2% | +24.4% |
| 6M | +35.8% | +4.4% | +31.5% | +38.8% |
| All | +35.8% | +4.1% | +31.8% | +38.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling