+60.8%
ABNB vs SNAP
-53.8%
+114.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -2.6% | +14.2% | +12.2% |
| 7D | +15.6% | -7.1% | +22.7% | +17.2% |
| 30D | +18.3% | -14.6% | +32.9% | +21.8% |
| 3M | +25.3% | -5.0% | +30.3% | +25.9% |
| 6M | +35.8% | -18.8% | +54.6% | +39.7% |
| YTD | +40.0% | -38.5% | +78.5% | +50.9% |
| 1Y | +57.6% | -38.1% | +95.7% | +69.3% |
| 3Y | +60.8% | -53.8% | +114.6% | +40.9% |
| All | +60.8% | -53.8% | +114.6% | +40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling