+21.9%
ABNB vs USB
+72.3%
-50.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.9% | +3.7% | +4.7% |
| 7D | +6.2% | +2.4% | +3.8% | +5.1% |
| 30D | +7.5% | +6.6% | +0.9% | +4.3% |
| 3M | +17.6% | -4.1% | +21.7% | +20.0% |
| 6M | +27.0% | +12.5% | +14.5% | +19.6% |
| YTD | +30.0% | +17.6% | +12.3% | +19.6% |
| 1Y | +44.2% | +36.5% | +7.7% | +23.4% |
| 3Y | +43.8% | +95.4% | -51.6% | +3.1% |
| 5Y | -1.2% | +26.1% | -27.3% | -18.0% |
| All | +21.9% | +72.3% | -50.5% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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