-12.3%
ABNB vs ROST
+116.0%
-128.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.9% |
| 7D | +6.5% | +0.9% | +5.6% | +5.8% |
| 30D | +9.4% | +5.1% | +4.3% | +6.4% |
| 3M | +0.6% | -4.3% | +4.8% | +2.5% |
| 6M | +33.7% | +9.4% | +24.3% | +25.5% |
| YTD | +33.5% | +32.5% | +1.0% | +12.0% |
| 1Y | +48.8% | +46.9% | +2.0% | +17.5% |
| 3Y | +53.3% | +98.1% | -44.8% | -1.6% |
| 5Y | -12.3% | +116.9% | -129.2% | -47.6% |
| All | -12.3% | +116.0% | -128.3% | -47.6% |
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