+64.7%
ABNB vs SM
-14.2%
+78.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.5% |
| 7D | +11.2% | -22.3% | +33.5% | +14.2% |
| 30D | +14.7% | -21.4% | +36.1% | +17.4% |
| 3M | +6.9% | +1.4% | +5.5% | +4.8% |
| 6M | +34.5% | +0.1% | +34.4% | +30.5% |
| YTD | +40.2% | +59.0% | -18.7% | +19.3% |
| 1Y | +57.4% | +64.3% | -6.9% | +32.4% |
| 3Y | +64.7% | -13.1% | +77.9% | +41.5% |
| All | +64.7% | -14.2% | +78.9% | +41.5% |
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