+25.7%
ABNB vs MAR
+170.3%
-144.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.9% |
| 7D | -4.0% | -4.2% | +0.2% | -0.6% |
| 30D | +19.3% | -6.7% | +26.0% | +25.7% |
| 3M | +36.1% | -12.5% | +48.5% | +50.2% |
| 6M | +34.2% | +0.6% | +33.7% | +31.4% |
| YTD | +34.1% | +9.1% | +24.9% | +21.3% |
| 1Y | +45.1% | +26.2% | +18.9% | +14.5% |
| 3Y | +37.1% | +68.2% | -31.0% | -18.3% |
| 5Y | +15.2% | +163.9% | -148.8% | -48.5% |
| All | +25.7% | +170.3% | -144.6% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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