+45.1%
ABNB vs XLC
0.0%
+45.1%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -0.6% |
| 7D | -4.0% | -0.8% | -3.1% | -3.1% |
| 30D | +19.3% | +1.0% | +18.3% | +18.3% |
| 3M | +36.1% | -0.7% | +36.8% | +37.0% |
| 6M | +34.2% | -5.1% | +39.4% | +40.7% |
| YTD | +34.1% | -4.3% | +38.3% | +39.8% |
| 1Y | +45.1% | -0.6% | +45.7% | +47.5% |
| All | +45.1% | 0.0% | +45.1% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 1y: compounded portfolio wealth divided by compounded XLC 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…
1y analysis · Full analysis span regression · 6 months rolling