+29.1%
ABNB vs SPG
+258.0%
-229.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.3% |
| 7D | -1.7% | +2.0% | -3.7% | -3.0% |
| 30D | +11.8% | +17.2% | -5.4% | +0.4% |
| 3M | +0.9% | +6.3% | -5.4% | -3.3% |
| 6M | +40.5% | +18.7% | +21.8% | +24.6% |
| YTD | +37.6% | +30.1% | +7.5% | +14.2% |
| 1Y | +54.1% | +32.8% | +21.4% | +26.1% |
| 3Y | +56.8% | +133.6% | -76.8% | -16.6% |
| 5Y | -9.6% | +84.4% | -94.0% | -47.1% |
| All | +29.1% | +258.0% | -229.0% | -39.2% |
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