+128.9%
ASML vs ABNB
+54.2%
+74.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +11.7% | -6.7% | +1.6% |
| 7D | -9.0% | +15.6% | -24.6% | -12.9% |
| 30D | -21.0% | +18.3% | -39.2% | -25.0% |
| 3M | -16.3% | +25.3% | -41.6% | -23.1% |
| 6M | -7.5% | +35.8% | -43.4% | -18.3% |
| YTD | +34.0% | +40.0% | -6.0% | +16.4% |
| 1Y | +39.3% | +57.6% | -18.3% | +15.0% |
| 3Y | +128.9% | +60.8% | +68.1% | +84.1% |
| All | +128.9% | +54.2% | +74.7% | +84.1% |
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