+463.7%
AMAT vs ABNB
+19.5%
+444.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.1% | +8.0% | +5.4% |
| 7D | +7.0% | -4.4% | +11.4% | +8.5% |
| 30D | -12.2% | -2.0% | -10.2% | -12.1% |
| 3M | -3.8% | +29.8% | -33.7% | -14.4% |
| 6M | +45.9% | +31.0% | +14.9% | +29.2% |
| YTD | +84.6% | +28.6% | +56.0% | +64.2% |
| 1Y | +193.4% | +40.1% | +153.3% | +152.2% |
| 3Y | +228.1% | +19.7% | +208.4% | +189.3% |
| 5Y | +268.9% | +6.5% | +262.5% | +217.4% |
| All | +463.7% | +19.5% | +444.2% | +386.0% |
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