-14.4%
ABNB vs EXE
+163.0%
-177.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +6.5% | +3.6% | +2.9% | +5.6% |
| 30D | +9.4% | -4.3% | +13.7% | +10.3% |
| 3M | +0.6% | -7.7% | +8.2% | +2.1% |
| 6M | +33.7% | -7.2% | +40.9% | +35.2% |
| YTD | +33.5% | -18.5% | +52.0% | +38.5% |
| 1Y | +48.8% | -24.4% | +73.2% | +57.2% |
| 3Y | +53.3% | +21.6% | +31.7% | +41.6% |
| 5Y | -12.3% | +77.3% | -89.6% | -21.3% |
| All | -14.4% | +163.0% | -177.4% | -25.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling