+371.1%
AMAT vs ABNB
+24.1%
+347.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -3.1% | +9.1% | +7.1% |
| 7D | +7.0% | +2.7% | +4.3% | +5.9% |
| 30D | -20.6% | +10.8% | -31.4% | -23.7% |
| 3M | -24.8% | -2.1% | -22.7% | -25.1% |
| 6M | -10.7% | +32.2% | -42.9% | -21.6% |
| YTD | +54.3% | +33.5% | +20.8% | +34.5% |
| 1Y | +73.7% | +47.8% | +25.9% | +45.6% |
| 3Y | +168.4% | +53.3% | +115.1% | +115.9% |
| 5Y | +167.6% | -5.5% | +173.0% | +132.3% |
| All | +371.1% | +24.1% | +347.0% | +298.2% |
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