+1.4%
AVGO vs ABNB
+37.6%
-36.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.1% |
| 7D | +1.1% | -6.5% | +7.6% | +1.9% |
| 30D | -13.0% | -5.5% | -7.5% | -12.6% |
| 3M | -6.0% | +30.0% | -36.0% | -12.0% |
| 6M | +6.4% | +27.6% | -21.2% | -0.4% |
| YTD | +5.0% | +25.4% | -20.4% | -1.3% |
| 1Y | +1.4% | +38.3% | -36.9% | -4.2% |
| All | +1.4% | +37.6% | -36.2% | -4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling