+19.7%
ABNB vs UL
+24.1%
-4.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.0% | -3.9% |
| 7D | -4.4% | -1.3% | -3.1% | -4.2% |
| 30D | -2.0% | +0.9% | -2.9% | -2.1% |
| 3M | +29.8% | +14.2% | +15.6% | +27.9% |
| 6M | +31.0% | -3.2% | +34.2% | +30.5% |
| YTD | +28.6% | -0.3% | +28.9% | +27.6% |
| 1Y | +40.1% | -8.8% | +48.8% | +39.6% |
| 3Y | +19.7% | +23.9% | -4.2% | +7.7% |
| All | +19.7% | +24.1% | -4.4% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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