+86.0%
F vs ABNB
+30.1%
+55.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +11.7% | -12.4% | -4.1% |
| 7D | +1.6% | +15.6% | -14.0% | -2.9% |
| 30D | +2.6% | +18.3% | -15.6% | -2.5% |
| 3M | -8.8% | +25.3% | -34.1% | -15.5% |
| 6M | +4.6% | +35.8% | -31.2% | -5.7% |
| YTD | -1.9% | +40.0% | -41.9% | -12.7% |
| 1Y | -0.8% | +57.6% | -58.4% | -14.8% |
| 3Y | +43.5% | +60.8% | -17.3% | +19.2% |
| 5Y | -12.1% | -5.8% | -6.3% | -23.3% |
| All | +86.0% | +30.1% | +55.9% | +54.1% |
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