+60.8%
ABNB vs M
+100.8%
-40.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -4.6% | +16.3% | +12.8% |
| 7D | +15.6% | -4.3% | +19.8% | +16.7% |
| 30D | +18.3% | +1.3% | +17.0% | +17.7% |
| 3M | +25.3% | -7.4% | +32.7% | +27.2% |
| 6M | +35.8% | +18.3% | +17.5% | +29.2% |
| YTD | +40.0% | +7.6% | +32.4% | +35.6% |
| 1Y | +57.6% | +17.4% | +40.2% | +49.2% |
| 3Y | +60.8% | +108.4% | -47.6% | +21.1% |
| All | +60.8% | +100.8% | -40.0% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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