+27.0%
ABNB vs IR
+10.0%
+17.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -2.3% |
| 7D | -4.0% | -2.8% | -1.1% | -2.9% |
| 30D | +19.3% | -15.1% | +34.4% | +27.0% |
| 3M | +36.1% | +6.1% | +30.0% | +31.4% |
| 6M | +34.2% | -16.8% | +51.0% | +43.0% |
| YTD | +34.1% | -3.5% | +37.6% | +32.7% |
| 1Y | +45.1% | -3.5% | +48.6% | +42.9% |
| All | +27.0% | +10.0% | +17.0% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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