+25.7%
ABNB vs EXEL
+214.4%
-188.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | -4.0% | +8.4% | -12.3% | -5.4% |
| 30D | +19.3% | +4.1% | +15.2% | +18.3% |
| 3M | +36.1% | +12.4% | +23.6% | +33.1% |
| 6M | +34.2% | +41.5% | -7.3% | +25.7% |
| YTD | +34.1% | +34.6% | -0.6% | +26.4% |
| 1Y | +45.1% | +57.9% | -12.7% | +32.4% |
| 3Y | +37.1% | +159.5% | -122.4% | +11.1% |
| 5Y | +15.2% | +198.5% | -183.3% | -11.1% |
| All | +25.7% | +214.4% | -188.7% | +14.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling