+126.0%
GOOGL vs ABNB
+58.9%
+67.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.1% | -4.1% | -1.8% |
| 7D | +3.9% | -1.7% | +5.5% | +4.3% |
| 30D | -14.9% | +11.8% | -26.7% | -17.6% |
| 3M | -14.6% | +0.9% | -15.4% | -15.1% |
| 6M | -26.4% | +40.5% | -66.9% | -33.6% |
| YTD | -5.3% | +37.6% | -42.9% | -14.4% |
| 1Y | +6.5% | +54.1% | -47.7% | -6.9% |
| 3Y | +126.0% | +56.8% | +69.3% | +94.1% |
| All | +126.0% | +58.9% | +67.1% | +94.1% |
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 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