+64.7%
ABNB vs SAP
+72.5%
-7.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.5% |
| 7D | +11.2% | +1.6% | +9.6% | +10.2% |
| 30D | +14.7% | +10.5% | +4.2% | +9.8% |
| 3M | +6.9% | +15.2% | -8.3% | +0.3% |
| 6M | +34.5% | +36.7% | -2.2% | +17.0% |
| YTD | +40.2% | -0.6% | +40.8% | +38.0% |
| 1Y | +57.4% | -4.1% | +61.6% | +57.7% |
| 3Y | +64.7% | +73.2% | -8.5% | +14.4% |
| All | +64.7% | +72.5% | -7.8% | +14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling