+25.7%
ABNB vs XLC
+79.3%
-53.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -0.4% |
| 7D | -4.0% | -0.8% | -3.1% | -3.0% |
| 30D | +19.3% | +1.0% | +18.3% | +18.0% |
| 3M | +36.1% | -0.7% | +36.8% | +36.9% |
| 6M | +34.2% | -5.1% | +39.4% | +42.8% |
| YTD | +34.1% | -4.3% | +38.3% | +41.1% |
| 1Y | +45.1% | -0.6% | +45.7% | +45.6% |
| 3Y | +37.1% | +72.7% | -35.6% | -28.5% |
| 5Y | +15.2% | +38.0% | -22.8% | -28.4% |
| All | +25.7% | +79.3% | -53.5% | -19.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling