+161.4%
CSCO vs ABNB
+28.0%
+133.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.3% |
| 7D | -4.7% | +11.9% | -16.6% | -6.0% |
| 30D | -17.1% | +12.7% | -29.8% | -18.4% |
| 3M | -19.6% | +1.2% | -20.8% | -20.0% |
| 6M | +2.4% | +32.1% | -29.7% | -1.8% |
| YTD | +29.8% | +37.7% | -7.9% | +23.5% |
| 1Y | +38.7% | +55.5% | -16.8% | +29.8% |
| 3Y | +101.3% | +58.2% | +43.1% | +86.4% |
| 5Y | +94.8% | -2.8% | +97.6% | +80.3% |
| All | +161.4% | +28.0% | +133.4% | +141.2% |
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 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