+17.6%
ABNB vs QSR
+54.3%
-36.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.2% |
| 7D | -6.5% | -4.0% | -2.5% | -4.2% |
| 30D | -5.5% | +2.8% | -8.3% | -6.9% |
| 3M | +30.0% | +5.1% | +25.0% | +26.3% |
| 6M | +27.6% | +8.8% | +18.8% | +20.9% |
| YTD | +25.4% | +14.8% | +10.6% | +14.8% |
| 1Y | +38.3% | +25.7% | +12.6% | +19.5% |
| 3Y | +15.5% | +27.5% | -12.0% | -4.8% |
| 5Y | +3.0% | +41.3% | -38.2% | -29.6% |
| All | +17.6% | +54.3% | -36.7% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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