+6.2%
ABNB vs SPYG
+85.2%
-79.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +0.5% |
| 7D | -6.5% | -0.9% | -5.6% | -5.4% |
| 30D | -5.5% | -1.5% | -4.0% | -3.9% |
| 3M | +30.0% | +3.7% | +26.3% | +23.4% |
| 6M | +27.6% | +16.4% | +11.2% | +4.5% |
| YTD | +25.4% | +13.3% | +12.1% | +6.1% |
| 1Y | +38.3% | +17.9% | +20.4% | +10.5% |
| 3Y | +15.5% | +98.3% | -82.8% | -55.5% |
| All | +6.2% | +85.2% | -79.1% | -51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling