+36.2%
ABNB vs SPYG
+16.9%
+19.3%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.3% | -0.7% |
| 7D | -9.5% | -1.8% | -7.7% | -8.5% |
| 30D | -9.4% | -1.9% | -7.4% | -8.3% |
| 3M | +29.9% | +5.2% | +24.7% | +25.5% |
| 6M | +26.6% | +15.6% | +11.0% | +13.1% |
| YTD | +23.5% | +12.4% | +11.1% | +12.1% |
| All | +36.2% | +16.9% | +19.3% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling