-11.8%
ABNB vs EXE
+165.2%
-176.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.3% | +2.9% |
| 7D | -1.7% | +5.3% | -7.0% | -2.8% |
| 30D | +11.8% | -2.2% | +14.0% | +12.2% |
| 3M | +0.9% | -5.9% | +6.8% | +2.0% |
| 6M | +40.5% | -5.7% | +46.2% | +41.6% |
| YTD | +37.6% | -17.8% | +55.5% | +42.6% |
| 1Y | +54.1% | -23.1% | +77.2% | +62.2% |
| 3Y | +56.8% | +21.2% | +35.6% | +45.0% |
| 5Y | -9.6% | +78.8% | -88.4% | -19.0% |
| All | -11.8% | +165.2% | -176.9% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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