+25.7%
ABNB vs M
+145.7%
-120.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.6% | -4.4% | -2.5% |
| 7D | -4.0% | +4.7% | -8.7% | -5.3% |
| 30D | +19.3% | -9.6% | +29.0% | +22.8% |
| 3M | +36.1% | +0.9% | +35.2% | +34.9% |
| 6M | +34.2% | +22.3% | +12.0% | +25.3% |
| YTD | +34.1% | +6.5% | +27.5% | +29.7% |
| 1Y | +45.1% | +38.8% | +6.4% | +29.0% |
| 3Y | +37.1% | +115.9% | -78.8% | -1.4% |
| 5Y | +15.2% | +28.6% | -13.5% | -3.4% |
| All | +25.7% | +145.7% | -120.0% | +3.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling