+19.7%
ABNB vs Z
-37.5%
+57.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.4% | +2.4% | -2.0% |
| 7D | -4.4% | -3.3% | -1.1% | -3.4% |
| 30D | -2.0% | -3.7% | +1.7% | -1.0% |
| 3M | +29.8% | -7.0% | +36.8% | +32.0% |
| 6M | +31.0% | -29.5% | +60.5% | +44.5% |
| YTD | +28.6% | -52.6% | +81.2% | +59.0% |
| 1Y | +40.1% | -64.0% | +104.1% | +87.6% |
| 3Y | +19.7% | -36.4% | +56.1% | +34.1% |
| All | +19.7% | -37.5% | +57.2% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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