+25.7%
ABNB vs XLB
+64.5%
-38.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.4% | -1.4% |
| 7D | -4.0% | -1.4% | -2.6% | -2.6% |
| 30D | +19.3% | -0.4% | +19.7% | +19.9% |
| 3M | +36.1% | +2.0% | +34.1% | +33.2% |
| 6M | +34.2% | +1.8% | +32.4% | +31.0% |
| YTD | +34.1% | +16.6% | +17.5% | +12.9% |
| 1Y | +45.1% | +16.9% | +28.2% | +21.4% |
| 3Y | +37.1% | +32.6% | +4.6% | -0.8% |
| 5Y | +15.2% | +35.6% | -20.5% | -17.1% |
| All | +25.7% | +64.5% | -38.7% | -7.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling