-36.5%
CMCSA vs ABNB
+24.1%
-60.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -0.6% | +6.5% | -7.1% | -1.7% |
| 30D | +18.8% | +9.4% | +9.4% | +17.0% |
| 3M | -1.1% | +0.6% | -1.7% | -1.4% |
| 6M | +2.5% | +33.7% | -31.2% | -2.1% |
| YTD | -6.7% | +33.5% | -40.2% | -11.3% |
| 1Y | 0.0% | +48.8% | -48.9% | -6.5% |
| 3Y | -28.9% | +53.3% | -82.2% | -34.7% |
| 5Y | -41.1% | -12.3% | -28.8% | -45.9% |
| All | -36.5% | +24.1% | -60.6% | -41.1% |
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 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