+28.2%
QCOM vs ABNB
+24.1%
+4.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.1% | +4.8% | +2.8% |
| 7D | +2.0% | +2.7% | -0.7% | +1.0% |
| 30D | +1.2% | +10.8% | -9.6% | -2.2% |
| 3M | +9.1% | -2.1% | +11.2% | +9.2% |
| 6M | -25.0% | +32.2% | -57.1% | -32.8% |
| YTD | +4.8% | +33.5% | -28.6% | -6.7% |
| 1Y | +3.6% | +47.8% | -44.2% | -11.0% |
| 3Y | +51.5% | +53.3% | -1.8% | +26.1% |
| 5Y | +19.7% | -5.5% | +25.2% | +4.8% |
| All | +28.2% | +24.1% | +4.2% | +7.7% |
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 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