+29.2%
ABNB vs SPG
+260.4%
-231.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.2% |
| 7D | +11.9% | +5.6% | +6.4% | +8.0% |
| 30D | +12.7% | +17.6% | -4.9% | +1.0% |
| 3M | +1.2% | +7.5% | -6.3% | -3.7% |
| 6M | +32.1% | +18.5% | +13.6% | +17.2% |
| YTD | +37.7% | +30.9% | +6.8% | +13.8% |
| 1Y | +55.5% | +34.1% | +21.4% | +26.4% |
| 3Y | +58.2% | +135.5% | -77.3% | -16.3% |
| 5Y | -2.8% | +86.5% | -89.3% | -43.5% |
| All | +29.2% | +260.4% | -231.2% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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