+58.2%
ABNB vs XLC
+65.2%
-7.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -2.2% |
| 7D | +11.9% | +6.2% | +5.7% | +4.8% |
| 30D | +12.7% | -2.4% | +15.1% | +15.6% |
| 3M | +1.2% | -3.3% | +4.5% | +4.8% |
| 6M | +32.1% | -7.3% | +39.4% | +43.5% |
| YTD | +37.7% | -7.6% | +45.3% | +50.3% |
| 1Y | +55.5% | -3.7% | +59.2% | +61.5% |
| 3Y | +58.2% | +62.9% | -4.7% | -11.7% |
| All | +58.2% | +65.2% | -7.1% | -11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling