+19.7%
ABNB vs VMC
+22.8%
-3.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.4% | -3.4% |
| 7D | -4.4% | -0.5% | -3.8% | -4.2% |
| 30D | -2.0% | -9.1% | +7.1% | +1.7% |
| 3M | +29.8% | -4.1% | +34.0% | +31.9% |
| 6M | +31.0% | -5.5% | +36.5% | +33.4% |
| YTD | +28.6% | -8.9% | +37.5% | +31.0% |
| 1Y | +40.1% | -12.9% | +53.0% | +45.1% |
| 3Y | +19.7% | +22.1% | -2.4% | -0.4% |
| All | +19.7% | +22.8% | -3.1% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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