+273.4%
COP vs ABNB
+24.6%
+248.8%
-36.3%
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% | -0.9% |
| 7D | +3.0% | -4.0% | +7.0% | +3.5% |
| 30D | +17.5% | +19.3% | -1.8% | +14.8% |
| 3M | +13.4% | +36.1% | -22.7% | +8.7% |
| 6M | +17.7% | +34.2% | -16.5% | +12.8% |
| YTD | +46.6% | +34.1% | +12.5% | +40.1% |
| 1Y | +44.6% | +45.1% | -0.5% | +36.5% |
| 3Y | +20.7% | +37.1% | -16.4% | +12.9% |
| 5Y | +185.0% | +15.2% | +169.9% | +163.0% |
| All | +273.4% | +24.6% | +248.8% | +240.7% |
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