+108.6%
CSCO vs ABNB
+26.4%
+82.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.9% |
| 7D | -0.7% | -4.0% | +3.3% | 0.0% |
| 30D | -10.1% | +19.3% | -29.4% | -13.5% |
| 3M | -15.7% | +36.1% | -51.7% | -21.3% |
| 6M | +36.3% | +34.2% | +2.0% | +27.2% |
| YTD | +43.8% | +34.1% | +9.8% | +33.9% |
| 1Y | +63.9% | +45.1% | +18.8% | +49.7% |
| All | +108.6% | +26.4% | +82.2% | +93.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling