+17.6%
ABNB vs SPY
+126.2%
-108.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.7% | +0.3% |
| 7D | -6.5% | -0.8% | -5.7% | -5.3% |
| 30D | -5.5% | -1.1% | -4.4% | -4.0% |
| 3M | +30.0% | +3.9% | +26.2% | +22.8% |
| 6M | +27.6% | +13.6% | +14.0% | +5.3% |
| YTD | +25.4% | +12.7% | +12.7% | +4.9% |
| 1Y | +38.3% | +17.5% | +20.8% | +8.3% |
| 3Y | +15.5% | +76.9% | -61.4% | -52.0% |
| 5Y | +3.0% | +83.6% | -80.6% | -57.3% |
| All | +17.6% | +126.2% | -108.6% | -56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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