+54.1%
ABNB vs XLC
-2.4%
+56.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +2.1% | +2.1% |
| 7D | -1.7% | +3.7% | -5.4% | -5.1% |
| 30D | +11.8% | -1.9% | +13.7% | +13.7% |
| 3M | +0.9% | -3.1% | +4.0% | +3.8% |
| 6M | +40.5% | -6.4% | +46.8% | +50.6% |
| YTD | +37.6% | -6.8% | +44.5% | +49.4% |
| 1Y | +54.1% | -1.7% | +55.8% | +55.5% |
| All | +54.1% | -2.4% | +56.5% | +55.5% |
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