+15.9%
ABNB vs SNY
+11.0%
+4.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -9.5% | -3.6% | -5.9% | -8.9% |
| 30D | -9.4% | -1.9% | -7.4% | -9.0% |
| 3M | +29.9% | -2.0% | +31.8% | +30.3% |
| 6M | +26.6% | +2.5% | +24.0% | +26.2% |
| YTD | +23.5% | -7.0% | +30.5% | +24.7% |
| 1Y | +35.8% | -4.4% | +40.2% | +36.6% |
| 3Y | +15.0% | -8.4% | +23.4% | +15.6% |
| 5Y | +1.5% | +9.5% | -8.1% | -1.1% |
| All | +15.9% | +11.0% | +4.9% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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