+17.2%
ABNB vs EXC
+82.2%
-65.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.8% |
| 7D | -7.4% | +0.3% | -7.8% | -7.5% |
| 30D | -8.2% | -0.9% | -7.3% | -8.1% |
| 3M | +29.1% | -2.7% | +31.8% | +29.4% |
| 6M | +26.6% | -9.4% | +35.9% | +27.7% |
| YTD | +25.0% | +3.0% | +22.0% | +24.2% |
| 1Y | +37.0% | +5.1% | +31.9% | +35.6% |
| 3Y | +16.3% | +20.6% | -4.3% | +11.0% |
| 5Y | +2.2% | +45.7% | -43.5% | +4.3% |
| All | +17.2% | +82.2% | -65.0% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 10y: compounded portfolio wealth divided by compounded EXC 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…
10y analysis · Full analysis span regression · 6 months rolling