+146.8%
IBM vs ABNB
+24.6%
+122.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.3% |
| 7D | -0.3% | -4.0% | +3.7% | +0.1% |
| 30D | +0.3% | +19.3% | -19.0% | -1.8% |
| 3M | -21.6% | +36.1% | -57.7% | -24.3% |
| 6M | -4.7% | +34.2% | -38.9% | -7.9% |
| YTD | -19.1% | +34.1% | -53.1% | -21.8% |
| 1Y | -2.5% | +45.1% | -47.6% | -6.5% |
| 3Y | +74.2% | +37.1% | +37.0% | +66.5% |
| 5Y | +113.1% | +15.2% | +98.0% | +102.3% |
| All | +146.8% | +24.6% | +122.1% | +133.4% |
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