+29.1%
ABNB vs QS
-94.6%
+123.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -5.2% | +8.3% | +4.1% |
| 7D | -1.7% | -14.0% | +12.3% | +0.9% |
| 30D | +11.8% | -6.4% | +18.2% | +12.9% |
| 3M | +0.9% | -40.3% | +41.2% | +10.2% |
| 6M | +40.5% | -57.5% | +98.0% | +61.1% |
| YTD | +37.6% | -64.7% | +102.3% | +61.2% |
| 1Y | +54.1% | -72.9% | +127.0% | +88.9% |
| 3Y | +56.8% | -33.5% | +90.2% | +31.6% |
| 5Y | -9.6% | -90.5% | +81.0% | +1.0% |
| All | +29.1% | -94.6% | +123.7% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 10y: compounded portfolio wealth divided by compounded QS 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…
10y analysis · Full analysis span regression · 6 months rolling