+17.6%
ABNB vs RF
+127.2%
-109.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.4% | -2.4% |
| 7D | +2.2% | -1.6% | +3.8% | +3.2% |
| 30D | +6.1% | +5.0% | +1.0% | +3.5% |
| 3M | +11.6% | -10.0% | +21.5% | +17.8% |
| 6M | +21.8% | +3.3% | +18.4% | +19.4% |
| YTD | +25.4% | +7.9% | +17.4% | +19.6% |
| 1Y | +38.9% | +21.2% | +17.6% | +24.7% |
| 3Y | +38.7% | +105.8% | -67.1% | -6.6% |
| 5Y | -15.6% | +43.7% | -59.3% | -34.6% |
| All | +17.6% | +127.2% | -109.6% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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