+11.0%
ABNB vs SMR
+1.6%
+9.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.6% | +4.4% | -0.8% |
| 7D | -9.5% | +4.7% | -14.2% | -9.9% |
| 30D | -9.4% | +3.2% | -12.6% | -9.8% |
| 3M | +29.9% | +9.9% | +20.0% | +28.2% |
| 6M | +26.6% | -15.1% | +41.7% | +26.2% |
| YTD | +23.5% | -27.9% | +51.5% | +23.6% |
| 1Y | +35.8% | -70.2% | +106.1% | +42.8% |
| 3Y | +15.0% | +72.5% | -57.5% | -6.2% |
| All | +11.0% | +1.6% | +9.4% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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