+442.2%
AMAT vs ABNB
+24.6%
+417.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.8% | +6.1% | +4.9% |
| 7D | -1.5% | -4.0% | +2.4% | -0.2% |
| 30D | -14.8% | +19.3% | -34.1% | -20.8% |
| 3M | -9.3% | +36.1% | -45.3% | -20.4% |
| 6M | +27.4% | +34.2% | -6.8% | +12.1% |
| YTD | +77.6% | +34.1% | +43.5% | +55.8% |
| 1Y | +188.9% | +45.1% | +143.8% | +145.6% |
| 3Y | +202.3% | +37.1% | +165.2% | +153.8% |
| 5Y | +248.9% | +15.2% | +233.7% | +194.2% |
| All | +442.2% | +24.6% | +417.6% | +361.2% |
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