+296.7%
AMAT vs ABNB
+30.1%
+266.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +11.7% | -7.5% | +0.3% |
| 7D | -14.7% | +15.6% | -30.3% | -19.0% |
| 30D | -36.1% | +18.3% | -54.4% | -39.9% |
| 3M | -36.9% | +25.3% | -62.1% | -42.7% |
| 6M | -22.2% | +35.8% | -58.0% | -32.2% |
| YTD | +29.9% | +40.0% | -10.1% | +11.5% |
| 1Y | +43.3% | +57.6% | -14.4% | +17.4% |
| 3Y | +142.7% | +60.8% | +81.9% | +92.2% |
| 5Y | +126.2% | -5.8% | +132.0% | +95.2% |
| All | +296.7% | +30.1% | +266.6% | +230.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling