+58.2%
ABNB vs EXC
+29.1%
+29.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.8% |
| 7D | +11.9% | +0.1% | +11.9% | +11.9% |
| 30D | +12.7% | +9.0% | +3.7% | +13.5% |
| 3M | +1.2% | +3.3% | -2.1% | +1.4% |
| 6M | +32.1% | +5.7% | +26.4% | +32.8% |
| YTD | +37.7% | +7.3% | +30.4% | +38.9% |
| 1Y | +55.5% | +2.9% | +52.6% | +56.2% |
| 3Y | +58.2% | +29.3% | +28.9% | +56.0% |
| All | +58.2% | +29.1% | +29.1% | +56.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling