+18.5%
ABNB vs SM
-1.8%
+20.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.6% | -7.7% | -4.6% |
| 7D | -4.4% | -0.2% | -4.2% | -4.4% |
| 30D | -2.0% | +31.5% | -33.5% | -6.0% |
| 3M | +29.8% | +17.3% | +12.5% | +25.9% |
| 6M | +31.0% | +48.5% | -17.5% | +19.4% |
| YTD | +28.6% | +106.3% | -77.7% | +7.8% |
| 1Y | +40.1% | +47.3% | -7.2% | +26.9% |
| All | +18.5% | -1.8% | +20.2% | +4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling