+145.8%
GOOG vs ABNB
+16.4%
+129.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.1% |
| 7D | 0.0% | -6.5% | +6.5% | +1.8% |
| 30D | -2.0% | -5.5% | +3.5% | -0.5% |
| 3M | -5.9% | +30.0% | -35.9% | -13.2% |
| 6M | +8.9% | +27.6% | -18.7% | +0.8% |
| YTD | +7.1% | +25.4% | -18.3% | -0.6% |
| 1Y | +39.7% | +38.3% | +1.4% | +25.6% |
| 3Y | +145.8% | +15.5% | +130.3% | +130.3% |
| All | +145.8% | +16.4% | +129.5% | +130.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling