+15.9%
ABNB vs EXEL
+206.0%
-190.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.4% | -0.9% |
| 7D | -9.5% | -2.9% | -6.6% | -9.0% |
| 30D | -9.4% | +11.9% | -21.3% | -11.2% |
| 3M | +29.9% | +9.2% | +20.6% | +27.7% |
| 6M | +26.6% | +39.1% | -12.5% | +18.9% |
| YTD | +23.5% | +31.0% | -7.5% | +17.0% |
| 1Y | +35.8% | +52.3% | -16.5% | +24.7% |
| 3Y | +15.0% | +159.7% | -144.8% | -7.1% |
| 5Y | +1.5% | +187.7% | -186.2% | -21.3% |
| All | +15.9% | +206.0% | -190.1% | +5.6% |
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