+281.4%
GOOG vs ABNB
+19.5%
+261.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +1.1% |
| 7D | +1.1% | -4.4% | +5.5% | +2.2% |
| 30D | -5.1% | -2.0% | -3.1% | -4.6% |
| 3M | -7.1% | +29.8% | -36.9% | -13.7% |
| 6M | +12.7% | +31.0% | -18.4% | +4.3% |
| YTD | +7.1% | +28.6% | -21.5% | -0.7% |
| 1Y | +43.6% | +40.1% | +3.5% | +30.1% |
| 3Y | +146.8% | +19.7% | +127.1% | +126.6% |
| 5Y | +133.7% | +6.5% | +127.2% | +106.8% |
| All | +281.4% | +19.5% | +261.9% | +237.4% |
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