+17.6%
ABNB vs SPYM
+127.1%
-109.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +0.3% |
| 7D | -6.5% | -0.8% | -5.7% | -5.3% |
| 30D | -5.5% | -1.1% | -4.4% | -3.9% |
| 3M | +30.0% | +3.9% | +26.2% | +22.6% |
| 6M | +27.6% | +13.6% | +14.0% | +5.0% |
| YTD | +25.4% | +12.7% | +12.7% | +4.5% |
| 1Y | +38.3% | +17.6% | +20.7% | +7.8% |
| 3Y | +15.5% | +77.2% | -61.7% | -52.7% |
| 5Y | +3.0% | +84.1% | -81.1% | -58.0% |
| All | +17.6% | +127.1% | -109.5% | -57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded SPYM 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling