+44.5%
GOOG vs ABNB
+46.0%
-1.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.8% |
| 7D | -2.2% | -4.0% | +1.7% | -1.4% |
| 30D | -6.9% | +19.3% | -26.2% | -10.2% |
| 3M | -9.1% | +36.1% | -45.2% | -15.6% |
| 6M | +10.6% | +34.2% | -23.6% | +2.5% |
| YTD | +7.0% | +34.1% | -27.1% | -0.5% |
| 1Y | +44.5% | +45.1% | -0.6% | +30.2% |
| All | +44.5% | +46.0% | -1.4% | +30.2% |
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 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