+117.9%
ASML vs ABNB
+38.1%
+79.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.5% | -5.8% | -8.3% |
| 7D | -19.0% | +2.2% | -21.3% | -19.6% |
| 30D | -25.9% | +6.1% | -32.0% | -27.4% |
| 3M | -19.1% | +11.6% | -30.6% | -23.0% |
| 6M | -5.7% | +21.8% | -27.5% | -13.9% |
| YTD | +27.6% | +25.4% | +2.2% | +14.6% |
| 1Y | +30.8% | +38.9% | -8.1% | +12.4% |
| All | +117.9% | +38.1% | +79.8% | +81.2% |
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 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