+2.3%
QCOM vs ABNB
+40.5%
-38.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +5.6% | -0.3% | +4.1% |
| 7D | -5.3% | +6.2% | -11.6% | -6.6% |
| 30D | -4.2% | +7.5% | -11.7% | -5.8% |
| 3M | +7.0% | +17.6% | -10.6% | +1.3% |
| 6M | +3.8% | +27.0% | -23.2% | -5.2% |
| YTD | +2.8% | +30.0% | -27.1% | -8.1% |
| 1Y | +2.3% | +44.2% | -41.9% | -13.4% |
| All | +2.3% | +40.5% | -38.2% | -13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling