+159.2%
COST vs ABNB
+19.5%
+139.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | -0.1% |
| 7D | -3.2% | -4.4% | +1.2% | -2.6% |
| 30D | -4.0% | -2.0% | -2.0% | -3.8% |
| 3M | -6.5% | +29.8% | -36.3% | -9.8% |
| 6M | -8.5% | +31.0% | -39.5% | -12.0% |
| YTD | +6.0% | +28.6% | -22.6% | +2.0% |
| 1Y | -5.8% | +40.1% | -45.9% | -10.5% |
| 3Y | +71.8% | +19.7% | +52.1% | +63.8% |
| 5Y | +106.2% | +6.5% | +99.8% | +92.0% |
| All | +159.2% | +19.5% | +139.6% | +145.5% |
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