+31.5%
ABNB vs EXPD
+123.3%
-91.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | -1.1% |
| 7D | +11.2% | -5.5% | +16.7% | +13.9% |
| 30D | +14.7% | -1.9% | +16.6% | +15.4% |
| 3M | +6.9% | +6.1% | +0.8% | +3.3% |
| 6M | +34.5% | +21.6% | +12.9% | +20.8% |
| YTD | +40.2% | +27.9% | +12.3% | +21.0% |
| 1Y | +57.4% | +39.4% | +18.0% | +29.4% |
| 3Y | +64.7% | +72.7% | -7.9% | +15.5% |
| 5Y | -2.3% | +60.3% | -62.6% | -35.0% |
| All | +31.5% | +123.3% | -91.8% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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