+20.6%
ABNB vs URA
+334.6%
-313.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.1% | -7.2% | -5.0% |
| 7D | -4.4% | +8.1% | -12.5% | -6.7% |
| 30D | -2.0% | +5.8% | -7.7% | -4.0% |
| 3M | +29.8% | +3.4% | +26.4% | +27.5% |
| 6M | +31.0% | -2.6% | +33.6% | +29.4% |
| YTD | +28.6% | +11.2% | +17.4% | +19.2% |
| 1Y | +40.1% | +19.8% | +20.2% | +23.3% |
| 3Y | +19.7% | +121.5% | -101.8% | -22.9% |
| 5Y | +6.5% | +134.5% | -128.0% | -34.9% |
| All | +20.6% | +334.6% | -313.9% | -24.3% |
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