+20.6%
ABNB vs SPYG
+138.0%
-117.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.5% |
| 7D | -4.4% | +1.2% | -5.6% | -5.7% |
| 30D | -2.0% | -1.6% | -0.4% | -0.3% |
| 3M | +29.8% | +3.4% | +26.5% | +24.0% |
| 6M | +31.0% | +18.9% | +12.1% | +5.4% |
| YTD | +28.6% | +13.8% | +14.8% | +9.0% |
| 1Y | +40.1% | +20.6% | +19.5% | +9.8% |
| 3Y | +19.7% | +100.5% | -80.8% | -52.0% |
| 5Y | +6.5% | +84.6% | -78.1% | -51.7% |
| All | +20.6% | +138.0% | -117.3% | -54.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling