+25.7%
ABNB vs SPY
+128.0%
-102.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.2% |
| 7D | -4.0% | +0.1% | -4.1% | -4.1% |
| 30D | +19.3% | +0.1% | +19.3% | +19.3% |
| 3M | +36.1% | +2.0% | +34.1% | +31.7% |
| 6M | +34.2% | +13.0% | +21.2% | +11.6% |
| YTD | +34.1% | +13.5% | +20.5% | +10.8% |
| 1Y | +45.1% | +20.0% | +25.2% | +10.1% |
| 3Y | +37.1% | +77.2% | -40.1% | -43.2% |
| 5Y | +15.2% | +81.9% | -66.7% | -52.3% |
| All | +25.7% | +128.0% | -102.3% | -53.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling