+2.2%
ABNB vs EXEL
+194.6%
-192.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -4.0% | -3.1% |
| 7D | -7.4% | -0.3% | -7.1% | -7.4% |
| 30D | -8.2% | +10.1% | -18.3% | -10.1% |
| 3M | +29.1% | +10.1% | +19.1% | +26.3% |
| 6M | +26.6% | +37.7% | -11.1% | +17.6% |
| YTD | +25.0% | +33.1% | -8.1% | +16.7% |
| 1Y | +37.0% | +52.4% | -15.4% | +23.4% |
| 3Y | +16.3% | +163.8% | -147.5% | -12.7% |
| 5Y | +2.2% | +198.5% | -196.3% | -32.9% |
| All | +2.2% | +194.6% | -192.4% | -32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling