+93.0%
ASML vs ABNB
-1.8%
+94.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.3% |
| 7D | -2.9% | +11.9% | -14.8% | -7.2% |
| 30D | -15.2% | +12.7% | -27.9% | -19.5% |
| 3M | -12.9% | +1.2% | -14.1% | -14.2% |
| 6M | -5.0% | +32.1% | -37.1% | -17.8% |
| YTD | +41.8% | +37.7% | +4.1% | +19.9% |
| 1Y | +46.0% | +55.5% | -9.4% | +16.7% |
| 3Y | +133.5% | +58.2% | +75.3% | +77.3% |
| 5Y | +93.0% | -2.8% | +95.8% | +64.2% |
| All | +93.0% | -1.8% | +94.7% | +64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling