-2.3%
ABNB vs SAP
+73.0%
-75.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.8% |
| 7D | +11.2% | +1.6% | +9.6% | +9.8% |
| 30D | +14.7% | +10.5% | +4.2% | +7.7% |
| 3M | +6.9% | +15.2% | -8.3% | -2.5% |
| 6M | +34.5% | +36.7% | -2.2% | +9.6% |
| YTD | +40.2% | -0.6% | +40.8% | +37.2% |
| 1Y | +57.4% | -4.1% | +61.6% | +58.0% |
| 3Y | +64.7% | +73.2% | -8.5% | -4.1% |
| 5Y | -2.3% | +74.1% | -76.4% | -41.8% |
| All | -2.3% | +73.0% | -75.2% | -41.8% |
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