+117.0%
AXP vs ABNB
+13.9%
+103.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.5% |
| 7D | -2.1% | -4.0% | +1.8% | -0.8% |
| 30D | -6.5% | +19.3% | -25.9% | -12.7% |
| 3M | +4.6% | +36.1% | -31.4% | -6.8% |
| 6M | +5.4% | +34.2% | -28.8% | -5.9% |
| YTD | -11.1% | +34.1% | -45.2% | -20.8% |
| 1Y | -0.3% | +45.1% | -45.4% | -13.6% |
| 3Y | +111.6% | +37.1% | +74.5% | +80.8% |
| All | +117.0% | +13.9% | +103.1% | +84.1% |
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