-22.2%
DIS vs ABNB
+30.1%
-52.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.7% | -12.1% | -3.5% |
| 7D | +5.2% | +15.6% | -10.3% | +1.0% |
| 30D | +11.5% | +18.3% | -6.8% | +6.3% |
| 3M | +11.5% | +25.3% | -13.8% | +4.1% |
| 6M | +8.9% | +35.8% | -27.0% | -0.8% |
| YTD | +3.4% | +40.0% | -36.6% | -6.9% |
| 1Y | +7.2% | +57.6% | -50.4% | -6.6% |
| 3Y | +43.3% | +60.8% | -17.5% | +22.0% |
| 5Y | -31.4% | -5.8% | -25.7% | -40.8% |
| All | -22.2% | +30.1% | -52.3% | -30.0% |
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