+10.3%
ABNB vs SAP
+55.2%
-45.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.3% |
| 7D | -4.0% | -2.9% | -1.1% | -2.4% |
| 30D | +19.3% | +9.0% | +10.3% | +13.4% |
| 3M | +36.1% | +14.9% | +21.1% | +24.4% |
| 6M | +34.2% | +11.9% | +22.3% | +23.5% |
| YTD | +34.1% | -9.9% | +44.0% | +39.7% |
| 1Y | +45.1% | -19.5% | +64.7% | +63.1% |
| 3Y | +37.1% | +61.8% | -24.7% | -16.5% |
| All | +10.3% | +55.2% | -45.0% | -31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling