+2.0%
QCOM vs ABNB
+56.1%
-54.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.6% |
| 7D | +5.8% | +11.2% | -5.4% | +3.0% |
| 30D | -2.3% | +14.7% | -17.0% | -5.6% |
| 3M | +2.7% | +6.9% | -4.2% | +0.1% |
| 6M | -21.0% | +34.5% | -55.5% | -28.6% |
| YTD | +1.8% | +40.2% | -38.4% | -10.7% |
| All | +2.0% | +56.1% | -54.0% | -15.5% |
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