+19.7%
ABNB vs XLC
+72.7%
-53.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.5% |
| 7D | -4.4% | +0.6% | -5.0% | -5.0% |
| 30D | -2.0% | +0.2% | -2.2% | -2.1% |
| 3M | +29.8% | +0.6% | +29.2% | +28.7% |
| 6M | +31.0% | -4.5% | +35.5% | +38.2% |
| YTD | +28.6% | -4.7% | +33.3% | +36.1% |
| 1Y | +40.1% | -1.7% | +41.7% | +42.4% |
| 3Y | +19.7% | +72.3% | -52.6% | -36.9% |
| All | +19.7% | +72.7% | -53.0% | -36.9% |
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