+64.7%
ABNB vs QLD
+149.9%
-85.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.8% | -6.6% | -2.7% |
| 7D | +11.2% | -1.4% | +12.6% | +11.5% |
| 30D | +14.7% | -19.6% | +34.3% | +24.7% |
| 3M | +6.9% | -14.1% | +21.0% | +12.5% |
| 6M | +34.5% | -13.6% | +48.1% | +38.5% |
| YTD | +40.2% | +12.5% | +27.7% | +25.5% |
| 1Y | +57.4% | +13.1% | +44.3% | +39.9% |
| 3Y | +64.7% | +154.7% | -90.0% | -17.4% |
| All | +64.7% | +149.9% | -85.2% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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