+344.7%
AVGO vs ABNB
+19.4%
+325.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.1% | +7.0% | +4.4% |
| 7D | -0.3% | -4.4% | +4.1% | +1.2% |
| 30D | -13.8% | -2.0% | -11.9% | -13.6% |
| 3M | -6.9% | +29.8% | -36.8% | -17.3% |
| 6M | +11.9% | +31.0% | -19.1% | -1.0% |
| YTD | +6.9% | +28.6% | -21.7% | -5.1% |
| 1Y | +7.4% | +40.1% | -32.6% | -8.5% |
| All | +344.7% | +19.4% | +325.4% | +297.0% |
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