+25.7%
ABNB vs EWJ
+71.2%
-45.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -2.1% |
| 7D | -4.0% | +2.5% | -6.5% | -6.1% |
| 30D | +19.3% | +3.3% | +16.0% | +15.8% |
| 3M | +36.1% | +5.0% | +31.1% | +28.9% |
| 6M | +34.2% | +11.5% | +22.7% | +19.4% |
| YTD | +34.1% | +22.4% | +11.7% | +7.6% |
| 1Y | +45.1% | +30.2% | +14.9% | +8.6% |
| 3Y | +37.1% | +72.8% | -35.7% | -28.0% |
| 5Y | +15.2% | +54.1% | -39.0% | -36.2% |
| All | +25.7% | +71.2% | -45.5% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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