+2.2%
ABNB vs EXE
+100.7%
-98.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -2.4% |
| 7D | -7.4% | -2.7% | -4.7% | -6.8% |
| 30D | -8.2% | -0.4% | -7.8% | -8.1% |
| 3M | +29.1% | +9.5% | +19.7% | +26.0% |
| 6M | +26.6% | -9.3% | +35.9% | +29.0% |
| YTD | +25.0% | -10.9% | +35.9% | +27.6% |
| 1Y | +37.0% | +4.3% | +32.7% | +33.3% |
| 3Y | +16.3% | +18.8% | -2.5% | +8.0% |
| 5Y | +2.2% | +101.4% | -99.2% | -7.1% |
| All | +2.2% | +100.7% | -98.5% | -7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling