-5.5%
ABNB vs EXEL
+286.3%
-291.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.1% |
| 7D | +2.7% | -2.8% | +5.5% | +3.3% |
| 30D | +10.8% | +18.2% | -7.4% | +6.8% |
| 3M | -2.1% | +37.7% | -39.8% | -8.6% |
| 6M | +32.2% | +42.2% | -10.1% | +22.3% |
| YTD | +33.5% | +61.3% | -27.8% | +19.6% |
| 1Y | +47.8% | +64.5% | -16.7% | +31.8% |
| 3Y | +53.3% | +236.7% | -183.4% | +8.7% |
| 5Y | -5.5% | +296.3% | -301.8% | -37.1% |
| All | -5.5% | +286.3% | -291.8% | -37.1% |
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