+17.2%
ABNB vs SM
+641.6%
-624.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.4% | -2.9% |
| 7D | -7.4% | -0.2% | -7.2% | -7.4% |
| 30D | -8.2% | +20.3% | -28.4% | -11.3% |
| 3M | +29.1% | +22.9% | +6.2% | +23.2% |
| 6M | +26.6% | +47.8% | -21.3% | +15.0% |
| YTD | +25.0% | +107.5% | -82.5% | +5.4% |
| 1Y | +37.0% | +51.7% | -14.7% | +22.5% |
| 3Y | +16.3% | -0.9% | +17.2% | +9.0% |
| 5Y | +2.2% | +112.2% | -110.1% | -15.9% |
| All | +17.2% | +641.6% | -624.4% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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