+25.2%
ABNB vs EXC
+90.1%
-65.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.1% |
| 7D | +2.7% | -1.4% | +4.1% | +2.8% |
| 30D | +10.8% | +8.3% | +2.5% | +9.8% |
| 3M | -2.1% | +2.6% | -4.7% | -2.4% |
| 6M | +32.2% | +5.2% | +27.0% | +31.3% |
| YTD | +33.5% | +7.5% | +25.9% | +31.9% |
| 1Y | +47.8% | +3.2% | +44.7% | +46.8% |
| 3Y | +53.3% | +29.5% | +23.8% | +44.5% |
| 5Y | -5.5% | +39.7% | -45.1% | -7.0% |
| All | +25.2% | +90.1% | -65.0% | +44.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling