+29.2%
ABNB vs EXPD
+122.8%
-93.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | +11.9% | -7.4% | +19.3% | +15.8% |
| 30D | +12.7% | -2.1% | +14.8% | +13.5% |
| 3M | +1.2% | +5.7% | -4.5% | -2.0% |
| 6M | +32.1% | +21.4% | +10.7% | +18.8% |
| YTD | +37.7% | +27.6% | +10.1% | +18.9% |
| 1Y | +55.5% | +36.1% | +19.4% | +29.5% |
| 3Y | +58.2% | +69.9% | -11.7% | +12.0% |
| 5Y | -2.8% | +59.7% | -62.4% | -35.2% |
| All | +29.2% | +122.8% | -93.7% | -32.9% |
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