+26.4%
QCOM vs ABNB
+19.5%
+6.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -4.1% | +7.2% | +4.5% |
| 7D | +5.1% | -4.4% | +9.4% | +6.5% |
| 30D | +4.3% | -2.0% | +6.3% | +4.6% |
| 3M | -19.6% | +29.8% | -49.5% | -27.2% |
| 6M | +29.5% | +31.0% | -1.5% | +16.5% |
| YTD | +3.4% | +28.6% | -25.2% | -6.6% |
| 1Y | +10.9% | +40.1% | -29.2% | -2.7% |
| 3Y | +74.8% | +19.7% | +55.1% | +57.2% |
| 5Y | +36.2% | +6.5% | +29.7% | +19.0% |
| All | +26.4% | +19.5% | +6.9% | +7.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling