-9.9%
ABNB vs QLD
+80.9%
-90.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.5% | +5.6% | +4.5% |
| 7D | -1.7% | +7.0% | -8.7% | -5.7% |
| 30D | +11.8% | -14.3% | +26.1% | +20.1% |
| 3M | +0.9% | -16.0% | +16.9% | +8.9% |
| 6M | +40.5% | -14.2% | +54.7% | +46.1% |
| YTD | +37.6% | +12.8% | +24.9% | +20.2% |
| 1Y | +54.1% | +14.1% | +40.1% | +33.1% |
| 3Y | +56.8% | +146.0% | -89.2% | -23.6% |
| All | -9.9% | +80.9% | -90.8% | -48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling