+14.0%
ABNB vs S
-57.8%
+71.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.8% | -3.4% |
| 7D | -4.4% | -5.8% | +1.4% | -2.6% |
| 30D | -2.0% | -9.2% | +7.2% | +0.3% |
| 3M | +29.8% | +23.4% | +6.5% | +20.2% |
| 6M | +31.0% | +36.9% | -5.9% | +16.2% |
| YTD | +28.6% | +29.5% | -0.9% | +15.7% |
| 1Y | +40.1% | +5.4% | +34.6% | +33.1% |
| 3Y | +19.7% | +14.7% | +5.0% | +4.0% |
| 5Y | +6.5% | -71.5% | +78.0% | +21.6% |
| All | +14.0% | -57.8% | +71.7% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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