-9.9%
ABNB vs REPL
-35.0%
+25.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.1% |
| 7D | -1.7% | +1.2% | -2.9% | -1.7% |
| 30D | +11.8% | +92.2% | -80.4% | +10.3% |
| 3M | +0.9% | +44.1% | -43.2% | 0.0% |
| 6M | +40.5% | +313.0% | -272.6% | +33.4% |
| YTD | +37.6% | +125.2% | -87.6% | +30.6% |
| 1Y | +54.1% | +143.8% | -89.6% | +45.6% |
| 3Y | +56.8% | +104.2% | -47.4% | +24.2% |
| All | -9.9% | -35.0% | +25.1% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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