+25.7%
ABNB vs REPL
-65.2%
+90.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.8% |
| 7D | -4.0% | -3.0% | -1.0% | -3.9% |
| 30D | +19.3% | +27.1% | -7.8% | +18.6% |
| 3M | +36.1% | +52.4% | -16.3% | +33.4% |
| 6M | +34.2% | +107.4% | -73.2% | +26.6% |
| YTD | +34.1% | +54.7% | -20.7% | +27.8% |
| 1Y | +45.1% | +158.9% | -113.7% | +32.1% |
| 3Y | +37.1% | -23.7% | +60.8% | +23.3% |
| 5Y | +15.2% | -54.3% | +69.5% | +1.1% |
| All | +25.7% | -65.2% | +90.9% | +8.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling