+278.5%
AVGO vs ABNB
+58.9%
+219.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +3.1% | -7.9% | -5.8% |
| 7D | +18.2% | -1.7% | +19.8% | +18.6% |
| 30D | +0.2% | +11.8% | -11.6% | -3.9% |
| 3M | -16.8% | +0.9% | -17.7% | -17.7% |
| 6M | -16.5% | +40.5% | -56.9% | -28.4% |
| YTD | +0.8% | +37.6% | -36.8% | -13.2% |
| 1Y | +2.8% | +54.1% | -51.3% | -16.0% |
| 3Y | +278.5% | +56.8% | +221.8% | +199.2% |
| All | +278.5% | +58.9% | +219.6% | +199.2% |
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