+155.9%
EWY vs ABNB
+19.5%
+136.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.6% | +1.4% |
| 7D | +8.0% | -4.4% | +12.4% | +8.9% |
| 30D | +14.3% | -2.0% | +16.3% | +14.5% |
| 3M | +2.3% | +29.8% | -27.5% | -4.0% |
| 6M | +49.9% | +31.0% | +18.8% | +40.6% |
| YTD | +95.3% | +28.6% | +66.7% | +83.5% |
| 1Y | +161.7% | +40.1% | +121.7% | +141.5% |
| 3Y | +230.2% | +19.7% | +210.5% | +207.5% |
| 5Y | +148.1% | +6.5% | +141.7% | +123.4% |
| All | +155.9% | +19.5% | +136.4% | +133.9% |
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