+301.8%
AMD vs ABNB
+54.2%
+247.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +11.7% | -0.6% | +6.3% |
| 7D | -11.0% | +15.6% | -26.6% | -15.9% |
| 30D | -30.5% | +18.3% | -48.8% | -35.1% |
| 3M | -8.2% | +25.3% | -33.5% | -18.4% |
| 6M | +6.6% | +35.8% | -29.3% | -10.3% |
| YTD | +109.7% | +40.0% | +69.7% | +72.3% |
| 1Y | +88.9% | +57.6% | +31.3% | +44.6% |
| 3Y | +301.8% | +60.8% | +241.0% | +204.6% |
| All | +301.8% | +54.2% | +247.6% | +204.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling