+30.9%
ABNB vs USAR
-13.4%
+44.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.5% | -6.3% | +0.1% |
| 7D | +11.2% | -1.1% | +12.3% | +11.1% |
| 30D | +14.7% | -30.3% | +45.0% | +14.9% |
| 3M | +6.9% | -54.7% | +61.5% | +7.2% |
| 6M | +34.5% | -67.5% | +102.0% | +34.8% |
| YTD | +40.2% | -26.4% | +66.6% | +41.5% |
| 1Y | +57.4% | -49.5% | +107.0% | +58.4% |
| 3Y | +64.7% | -14.5% | +79.2% | +52.6% |
| All | +30.9% | -13.4% | +44.3% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 all: compounded portfolio wealth divided by compounded USAR 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…
all analysis · Full analysis span regression · 6 months rolling