+389.9%
AMD vs ABNB
+30.1%
+359.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +11.7% | -0.6% | +6.0% |
| 7D | -11.0% | +15.6% | -26.6% | -16.3% |
| 30D | -30.5% | +18.3% | -48.8% | -35.4% |
| 3M | -8.2% | +25.3% | -33.5% | -18.6% |
| 6M | +6.6% | +35.8% | -29.3% | -10.0% |
| YTD | +109.7% | +40.0% | +69.7% | +73.5% |
| 1Y | +88.9% | +57.6% | +31.3% | +47.3% |
| 3Y | +301.8% | +60.8% | +241.0% | +204.0% |
| 5Y | +229.4% | -5.8% | +235.1% | +176.9% |
| All | +389.9% | +30.1% | +359.8% | +308.0% |
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