+29.1%
ABNB vs EXEL
+267.6%
-238.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.3% |
| 7D | -1.7% | -0.8% | -0.9% | -1.6% |
| 30D | +11.8% | +13.1% | -1.3% | +9.3% |
| 3M | +0.9% | +36.3% | -35.4% | -4.7% |
| 6M | +40.5% | +34.5% | +5.9% | +32.9% |
| YTD | +37.6% | +57.4% | -19.8% | +26.0% |
| 1Y | +54.1% | +62.9% | -8.8% | +40.2% |
| 3Y | +56.8% | +229.5% | -172.8% | +21.1% |
| 5Y | -9.6% | +281.2% | -290.8% | -32.6% |
| All | +29.1% | +267.6% | -238.5% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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