+29.1%
ABNB vs SNAP
-89.2%
+118.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.4% | +2.9% |
| 7D | -1.7% | +6.0% | -7.7% | -3.2% |
| 30D | +11.8% | -13.8% | +25.6% | +15.3% |
| 3M | +0.9% | -0.8% | +1.6% | +0.1% |
| 6M | +40.5% | -6.2% | +46.7% | +39.9% |
| YTD | +37.6% | -34.8% | +72.4% | +47.5% |
| 1Y | +54.1% | -38.7% | +92.8% | +67.5% |
| 3Y | +56.8% | -53.5% | +110.2% | +65.3% |
| 5Y | -9.6% | -90.2% | +80.6% | +20.8% |
| All | +29.1% | -89.2% | +118.3% | +79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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