+20.6%
ABNB vs XYZ
-61.0%
+81.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.2% | -0.9% | -2.9% |
| 7D | -4.4% | +2.9% | -7.2% | -5.4% |
| 30D | -2.0% | +1.4% | -3.4% | -2.7% |
| 3M | +29.8% | +14.6% | +15.3% | +23.0% |
| 6M | +31.0% | +20.8% | +10.2% | +21.2% |
| YTD | +28.6% | +23.1% | +5.5% | +16.7% |
| 1Y | +40.1% | +5.6% | +34.4% | +33.2% |
| 3Y | +19.7% | +50.9% | -31.2% | -9.9% |
| 5Y | +6.5% | -68.6% | +75.0% | +24.5% |
| All | +20.6% | -61.0% | +81.6% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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