+187.1%
AXP vs ABNB
+24.6%
+162.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.6% |
| 7D | -2.1% | -4.0% | +1.8% | -1.0% |
| 30D | -6.5% | +19.3% | -25.9% | -11.5% |
| 3M | +4.6% | +36.1% | -31.4% | -4.6% |
| 6M | +5.4% | +34.2% | -28.8% | -3.7% |
| YTD | -11.1% | +34.1% | -45.2% | -18.9% |
| 1Y | -0.3% | +45.1% | -45.4% | -11.0% |
| 3Y | +111.6% | +37.1% | +74.5% | +87.5% |
| 5Y | +117.6% | +15.2% | +102.4% | +90.4% |
| All | +187.1% | +24.6% | +162.5% | +151.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling