+2.2%
ABNB vs ROST
+108.0%
-105.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.8% | -1.1% | -1.9% |
| 7D | -7.4% | -2.2% | -5.2% | -6.3% |
| 30D | -8.2% | -11.4% | +3.3% | -2.0% |
| 3M | +29.1% | -1.6% | +30.8% | +29.7% |
| 6M | +26.6% | +6.8% | +19.7% | +20.6% |
| YTD | +25.0% | +25.8% | -0.8% | +8.1% |
| 1Y | +37.0% | +52.4% | -15.4% | +5.7% |
| 3Y | +16.3% | +94.4% | -78.0% | -24.6% |
| 5Y | +2.2% | +108.2% | -106.0% | -37.7% |
| All | +2.2% | +108.0% | -105.8% | -37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling