+56.9%
ABNB vs EXEL
+238.0%
-181.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.6% |
| 7D | +11.9% | -2.4% | +14.3% | +12.3% |
| 30D | +12.7% | +17.9% | -5.2% | +10.7% |
| 3M | +1.2% | +33.3% | -32.1% | -1.8% |
| 6M | +32.1% | +46.6% | -14.5% | +27.2% |
| YTD | +37.7% | +61.0% | -23.3% | +31.3% |
| 1Y | +55.5% | +70.4% | -15.0% | +47.6% |
| All | +56.9% | +238.0% | -181.2% | +66.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling