+17.6%
ABNB vs XLB
+59.8%
-42.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.1% |
| 7D | -6.5% | -2.8% | -3.6% | -3.7% |
| 30D | -5.5% | -3.1% | -2.4% | -2.5% |
| 3M | +30.0% | -0.2% | +30.2% | +30.3% |
| 6M | +27.6% | +3.1% | +24.5% | +23.0% |
| YTD | +25.4% | +13.3% | +12.1% | +8.7% |
| 1Y | +38.3% | +12.0% | +26.3% | +21.1% |
| 3Y | +15.5% | +31.4% | -15.9% | -15.7% |
| 5Y | +3.0% | +33.9% | -30.9% | -23.8% |
| All | +17.6% | +59.8% | -42.2% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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