+60.8%
ABNB vs EXPD
+68.8%
-8.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -2.3% | +13.9% | +12.3% |
| 7D | +15.6% | -7.2% | +22.7% | +18.0% |
| 30D | +18.3% | -3.3% | +21.5% | +19.2% |
| 3M | +25.3% | +3.4% | +21.9% | +23.6% |
| 6M | +35.8% | +22.7% | +13.1% | +26.0% |
| YTD | +40.0% | +24.5% | +15.5% | +28.0% |
| 1Y | +57.6% | +38.6% | +19.0% | +38.3% |
| 3Y | +60.8% | +71.5% | -10.7% | +28.0% |
| All | +60.8% | +68.8% | -8.1% | +28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling