+143.3%
IBM vs ABNB
-5.5%
+148.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -2.5% | +11.2% | -13.7% | -4.0% |
| 30D | +8.4% | +14.7% | -6.4% | +6.2% |
| 3M | +4.5% | +6.9% | -2.4% | +3.3% |
| 6M | +7.9% | +34.5% | -26.6% | +3.1% |
| YTD | -15.2% | +40.2% | -55.4% | -19.5% |
| 1Y | -17.6% | +57.4% | -75.0% | -22.8% |
| 3Y | +82.1% | +64.7% | +17.3% | +68.7% |
| 5Y | +143.3% | -2.3% | +145.6% | +127.8% |
| All | +143.3% | -5.5% | +148.9% | +127.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling