+17.2%
ABNB vs ITW
+46.7%
-29.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -1.7% |
| 7D | -7.4% | -1.9% | -5.5% | -6.3% |
| 30D | -8.2% | -10.4% | +2.2% | -1.5% |
| 3M | +29.1% | +3.5% | +25.6% | +25.9% |
| 6M | +26.6% | -3.4% | +29.9% | +28.7% |
| YTD | +25.0% | +8.5% | +16.5% | +16.3% |
| 1Y | +37.0% | +3.2% | +33.8% | +31.7% |
| 3Y | +16.3% | +18.9% | -2.6% | -0.4% |
| 5Y | +2.2% | +35.0% | -32.8% | -22.6% |
| All | +17.2% | +46.7% | -29.5% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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