+122.3%
META vs ABNB
+30.1%
+92.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +11.7% | -10.8% | -3.5% |
| 7D | -0.8% | +15.6% | -16.4% | -6.4% |
| 30D | -15.4% | +18.3% | -33.7% | -21.0% |
| 3M | +3.5% | +25.3% | -21.8% | -6.6% |
| 6M | -0.3% | +35.8% | -36.1% | -13.1% |
| YTD | -7.3% | +40.0% | -47.3% | -20.5% |
| 1Y | -1.1% | +57.6% | -58.7% | -19.1% |
| 3Y | +95.1% | +60.8% | +34.3% | +54.3% |
| 5Y | +80.6% | -5.8% | +86.3% | +53.0% |
| All | +122.3% | +30.1% | +92.2% | +82.3% |
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