+35.8%
ABNB vs XLC
-2.1%
+37.9%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.8% |
| 7D | -9.5% | -1.7% | -7.8% | -8.0% |
| 30D | -9.4% | +0.2% | -9.6% | -9.4% |
| 3M | +29.9% | +0.7% | +29.2% | +29.0% |
| 6M | +26.6% | -4.5% | +31.0% | +32.0% |
| YTD | +23.5% | -4.7% | +28.3% | +29.6% |
| 1Y | +35.8% | -1.5% | +37.3% | +38.6% |
| All | +35.8% | -2.1% | +37.9% | +38.6% |
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