+289.5%
COP vs ABNB
+24.1%
+265.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +3.4% | +6.5% | -3.1% | +2.6% |
| 30D | -0.6% | +9.4% | -10.0% | -1.8% |
| 3M | +10.8% | +0.6% | +10.2% | +10.3% |
| 6M | +19.6% | +33.7% | -14.1% | +14.6% |
| YTD | +52.9% | +33.5% | +19.5% | +45.9% |
| 1Y | +62.2% | +48.8% | +13.4% | +52.2% |
| 3Y | +32.4% | +53.3% | -21.0% | +22.0% |
| 5Y | +129.7% | -12.3% | +142.0% | +116.9% |
| All | +289.5% | +24.1% | +265.4% | +254.7% |
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