+18.5%
ABNB vs ROST
+96.8%
-78.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -3.9% |
| 7D | -4.4% | +0.2% | -4.6% | -4.5% |
| 30D | -2.0% | -10.0% | +8.0% | +2.4% |
| 3M | +29.8% | +1.2% | +28.6% | +28.9% |
| 6M | +31.0% | +8.9% | +22.1% | +25.1% |
| YTD | +28.6% | +28.1% | +0.5% | +13.5% |
| 1Y | +40.1% | +53.0% | -12.9% | +13.1% |
| All | +18.5% | +96.8% | -78.3% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 3y: compounded portfolio wealth divided by compounded ROST 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…
3y analysis · Full analysis span regression · 6 months rolling