+280.7%
AMAT vs ABNB
+16.5%
+264.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.5% | -10.0% | -12.4% |
| 7D | -24.3% | +2.2% | -26.5% | -24.9% |
| 30D | -39.8% | +6.1% | -45.9% | -41.2% |
| 3M | -40.2% | +11.6% | -51.7% | -43.4% |
| 6M | -22.1% | +21.8% | -43.9% | -29.4% |
| YTD | +24.7% | +25.4% | -0.7% | +11.3% |
| 1Y | +33.3% | +38.9% | -5.6% | +14.3% |
| 3Y | +133.9% | +38.7% | +95.1% | +95.1% |
| 5Y | +117.1% | -15.6% | +132.7% | +94.7% |
| All | +280.7% | +16.5% | +264.1% | +229.4% |
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