+15.9%
ABNB vs XYL
+16.7%
-0.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.6% |
| 7D | -9.5% | -1.2% | -8.3% | -8.9% |
| 30D | -9.4% | -13.2% | +3.8% | -1.7% |
| 3M | +29.9% | -0.2% | +30.0% | +29.0% |
| 6M | +26.6% | -12.5% | +39.1% | +35.5% |
| YTD | +23.5% | -20.9% | +44.4% | +40.0% |
| 1Y | +35.8% | -21.6% | +57.4% | +54.2% |
| 3Y | +15.0% | +16.1% | -1.2% | -2.8% |
| 5Y | +1.5% | -15.6% | +17.1% | -6.7% |
| All | +15.9% | +16.7% | -0.9% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 10y: compounded portfolio wealth divided by compounded XYL 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…
10y analysis · Full analysis span regression · 6 months rolling