+20.6%
ABNB vs RVMD
+398.6%
-378.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -3.8% |
| 7D | -4.4% | -1.2% | -3.2% | -4.2% |
| 30D | -2.0% | +1.1% | -3.0% | -2.3% |
| 3M | +29.8% | +39.6% | -9.8% | +22.0% |
| 6M | +31.0% | +110.7% | -79.7% | +12.3% |
| YTD | +28.6% | +160.3% | -131.7% | +4.1% |
| 1Y | +40.1% | +404.9% | -364.9% | -1.8% |
| 3Y | +19.7% | +545.5% | -525.8% | -24.8% |
| 5Y | +6.5% | +584.7% | -578.2% | -41.7% |
| All | +20.6% | +398.6% | -378.0% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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