+25.7%
ABNB vs QS
-92.0%
+117.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.3% | -1.9% |
| 7D | -4.0% | -2.3% | -1.6% | -3.5% |
| 30D | +19.3% | -0.7% | +20.0% | +19.4% |
| 3M | +36.1% | -39.6% | +75.7% | +47.4% |
| 6M | +34.2% | -21.7% | +55.9% | +37.5% |
| YTD | +34.1% | -47.4% | +81.5% | +46.5% |
| 1Y | +45.1% | -28.4% | +73.5% | +42.9% |
| 3Y | +37.1% | -22.6% | +59.7% | +13.9% |
| 5Y | +15.2% | -75.6% | +90.7% | +10.0% |
| All | +25.7% | -92.0% | +117.7% | +33.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling