+1.5%
ABNB vs SPYM
+80.5%
-79.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.2% |
| 7D | -9.5% | -2.0% | -7.5% | -6.6% |
| 30D | -9.4% | -1.6% | -7.7% | -7.0% |
| 3M | +29.9% | +4.7% | +25.1% | +20.5% |
| 6M | +26.6% | +12.6% | +14.0% | +4.8% |
| YTD | +23.5% | +11.8% | +11.7% | +3.5% |
| 1Y | +35.8% | +17.5% | +18.3% | +4.6% |
| 3Y | +15.0% | +77.0% | -62.0% | -55.5% |
| 5Y | +1.5% | +82.6% | -81.1% | -58.7% |
| All | +1.5% | +80.5% | -79.0% | -58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling