+25.7%
ABNB vs ES
+2.8%
+23.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +19.6% |
| 3M | +36.1% | +1.7% | +34.4% | +35.8% |
| 6M | +34.2% | -3.5% | +37.8% | +34.7% |
| YTD | +34.1% | +7.9% | +26.1% | +32.8% |
| 1Y | +45.1% | +17.2% | +28.0% | +42.2% |
| 3Y | +37.1% | +29.3% | +7.8% | +31.0% |
| 5Y | +15.2% | -5.7% | +20.9% | +9.5% |
| All | +25.7% | +2.8% | +23.0% | +26.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling