+25.7%
ABNB vs SNAP
-88.8%
+114.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.0% | +2.2% | -0.8% |
| 7D | -4.0% | +0.7% | -4.7% | -4.2% |
| 30D | +19.3% | +2.6% | +16.7% | +18.3% |
| 3M | +36.1% | -9.9% | +45.9% | +37.9% |
| 6M | +34.2% | +1.9% | +32.4% | +30.8% |
| YTD | +34.1% | -32.2% | +66.3% | +43.4% |
| 1Y | +45.1% | -22.8% | +68.0% | +49.0% |
| 3Y | +37.1% | -47.6% | +84.7% | +40.8% |
| 5Y | +15.2% | -92.7% | +107.9% | +61.4% |
| All | +25.7% | -88.8% | +114.5% | +74.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling