+344.2%
AMAT vs ABNB
+28.0%
+316.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.1% |
| 7D | -2.5% | +11.9% | -14.4% | -6.2% |
| 30D | -26.5% | +12.7% | -39.2% | -29.8% |
| 3M | -28.6% | +1.2% | -29.8% | -29.6% |
| 6M | -14.2% | +32.1% | -46.3% | -24.5% |
| YTD | +45.5% | +37.7% | +7.8% | +25.6% |
| 1Y | +59.3% | +55.5% | +3.9% | +31.2% |
| 3Y | +153.1% | +58.2% | +94.9% | +101.6% |
| 5Y | +158.2% | -2.8% | +160.9% | +122.1% |
| All | +344.2% | +28.0% | +316.2% | +271.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABNB.
Daily Out/Under-Performance
Portfolio return minus ABNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABNB 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 ABNB 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