-2.8%
ABNB vs XLC
+40.7%
-43.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -2.2% |
| 7D | +11.9% | +6.2% | +5.7% | +4.0% |
| 30D | +12.7% | -2.4% | +15.1% | +15.9% |
| 3M | +1.2% | -3.3% | +4.5% | +5.1% |
| 6M | +32.1% | -7.3% | +39.4% | +44.2% |
| YTD | +37.7% | -7.6% | +45.3% | +51.1% |
| 1Y | +55.5% | -3.7% | +59.2% | +61.8% |
| 3Y | +58.2% | +62.9% | -4.7% | -15.9% |
| 5Y | -2.8% | +41.6% | -44.4% | -30.0% |
| All | -2.8% | +40.7% | -43.5% | -30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling