+25.7%
ABNB vs ESI
+144.9%
-119.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.9% | -4.7% | -3.2% |
| 7D | -4.0% | +3.3% | -7.3% | -5.5% |
| 30D | +19.3% | -5.9% | +25.2% | +21.9% |
| 3M | +36.1% | -14.1% | +50.1% | +41.8% |
| 6M | +34.2% | +6.6% | +27.7% | +21.3% |
| YTD | +34.1% | +45.0% | -11.0% | -0.1% |
| 1Y | +45.1% | +41.5% | +3.7% | +8.4% |
| 3Y | +37.1% | +78.8% | -41.6% | -17.2% |
| 5Y | +15.2% | +70.9% | -55.7% | -29.5% |
| All | +25.7% | +144.9% | -119.1% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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