+703.5%
AVGO vs ABNB
+1.6%
+701.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -0.2% |
| 7D | -0.8% | -7.4% | +6.7% | +1.6% |
| 30D | -13.7% | -8.2% | -5.6% | -11.6% |
| 3M | -6.9% | +29.1% | -36.1% | -15.8% |
| 6M | +5.8% | +26.6% | -20.8% | -3.7% |
| YTD | +5.7% | +25.0% | -19.3% | -3.7% |
| 1Y | +9.0% | +37.0% | -28.0% | -4.2% |
| 3Y | +340.5% | +16.3% | +324.2% | +298.1% |
| All | +703.5% | +1.6% | +701.9% | +604.8% |
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