+13.8%
ABNB vs SPYG
+96.8%
-83.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.3% | -0.4% |
| 7D | -9.5% | -1.8% | -7.7% | -7.9% |
| 30D | -9.4% | -1.9% | -7.4% | -7.8% |
| 3M | +29.9% | +5.2% | +24.7% | +23.1% |
| 6M | +26.6% | +15.6% | +11.0% | +8.8% |
| YTD | +23.5% | +12.4% | +11.1% | +9.2% |
| 1Y | +35.8% | +17.5% | +18.4% | +14.1% |
| All | +13.8% | +96.8% | -83.0% | -49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling