+29.1%
ABNB vs URA
+191.3%
-162.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.7% | +3.6% |
| 7D | -1.7% | -1.5% | -0.1% | -1.4% |
| 30D | +11.8% | -10.4% | +22.2% | +15.2% |
| 3M | +0.9% | -29.6% | +30.5% | +11.0% |
| 6M | +40.5% | -40.3% | +80.7% | +61.4% |
| YTD | +37.6% | -25.5% | +63.1% | +43.0% |
| 1Y | +54.1% | -26.4% | +80.5% | +59.9% |
| 3Y | +56.8% | +31.4% | +25.3% | +20.1% |
| 5Y | -9.6% | +28.6% | -38.2% | -35.8% |
| All | +29.1% | +191.3% | -162.2% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling