+31.3%
ABNB vs EXPD
+117.4%
-86.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -2.3% | +13.9% | +12.7% |
| 7D | +15.6% | -7.2% | +22.7% | +19.4% |
| 30D | +18.3% | -3.3% | +21.5% | +19.8% |
| 3M | +25.3% | +3.4% | +21.9% | +22.6% |
| 6M | +35.8% | +22.7% | +13.1% | +21.4% |
| YTD | +40.0% | +24.5% | +15.5% | +22.3% |
| 1Y | +57.6% | +38.6% | +19.0% | +29.7% |
| 3Y | +60.8% | +71.5% | -10.7% | +12.6% |
| 5Y | -5.8% | +56.2% | -62.0% | -36.5% |
| All | +31.3% | +117.4% | -86.1% | -31.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling