+244.3%
JPM vs ABNB
+24.6%
+219.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.8% | -0.7% |
| 7D | +0.3% | -4.0% | +4.2% | +0.9% |
| 30D | -0.2% | +19.3% | -19.5% | -3.3% |
| 3M | +15.9% | +36.1% | -20.2% | +9.7% |
| 6M | +20.9% | +34.2% | -13.3% | +14.6% |
| YTD | +12.9% | +34.1% | -21.2% | +6.8% |
| 1Y | +20.3% | +45.1% | -24.8% | +12.2% |
| 3Y | +160.9% | +37.1% | +123.8% | +141.4% |
| 5Y | +154.8% | +15.2% | +139.7% | +131.4% |
| All | +244.3% | +24.6% | +219.7% | +209.7% |
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