+31.3%
ABNB vs QLD
+187.2%
-155.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +2.5% | +9.1% | +10.3% |
| 7D | +15.6% | -10.3% | +25.8% | +22.0% |
| 30D | +18.3% | -26.1% | +44.3% | +37.9% |
| 3M | +25.3% | -17.8% | +43.0% | +37.2% |
| 6M | +35.8% | -15.6% | +51.4% | +42.4% |
| YTD | +40.0% | +5.4% | +34.6% | +28.0% |
| 1Y | +57.6% | +5.2% | +52.4% | +43.4% |
| 3Y | +60.8% | +139.4% | -78.7% | -17.5% |
| 5Y | -5.8% | +66.7% | -72.5% | -45.3% |
| All | +31.3% | +187.2% | -155.9% | -39.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling