+29.1%
ABNB vs SAP
+114.6%
-85.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.8% | +2.9% |
| 7D | -1.7% | +0.6% | -2.3% | -2.0% |
| 30D | +11.8% | +6.5% | +5.3% | +7.5% |
| 3M | +0.9% | +12.2% | -11.4% | -6.2% |
| 6M | +40.5% | +46.1% | -5.6% | +11.4% |
| YTD | +37.6% | -1.6% | +39.2% | +35.3% |
| 1Y | +54.1% | -5.1% | +59.2% | +55.1% |
| 3Y | +56.8% | +68.4% | -11.6% | +0.5% |
| 5Y | -9.6% | +79.4% | -89.0% | -50.9% |
| All | +29.1% | +114.6% | -85.5% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 10y: compounded portfolio wealth divided by compounded SAP 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…
10y analysis · Full analysis span regression · 6 months rolling