+17.2%
ABNB vs EXPE
+119.9%
-102.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.4% |
| 7D | -7.4% | -11.5% | +4.1% | -1.2% |
| 30D | -8.2% | -13.1% | +4.9% | -1.3% |
| 3M | +29.1% | +18.1% | +11.0% | +17.3% |
| 6M | +26.6% | +13.3% | +13.3% | +16.6% |
| YTD | +25.0% | -3.2% | +28.2% | +23.1% |
| 1Y | +37.0% | +26.1% | +10.9% | +13.3% |
| 3Y | +16.3% | +151.7% | -135.4% | -41.9% |
| 5Y | +2.2% | +88.3% | -86.2% | -38.3% |
| All | +17.2% | +119.9% | -102.7% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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