+37.4%
GILD vs ABNB
+46.0%
-8.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.6% | 0.0% |
| 7D | +3.7% | -4.0% | +7.6% | +4.0% |
| 30D | +14.6% | +19.3% | -4.7% | +12.6% |
| 3M | +17.7% | +36.1% | -18.4% | +14.3% |
| 6M | +3.1% | +34.2% | -31.1% | -0.1% |
| YTD | +24.5% | +34.1% | -9.5% | +19.8% |
| 1Y | +37.4% | +45.1% | -7.7% | +30.9% |
| All | +37.4% | +46.0% | -8.6% | +30.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling