+2.4%
QCOM vs ABNB
+47.7%
-45.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +13.0% | +6.5% | +6.5% | +11.1% |
| 30D | +0.2% | +9.4% | -9.2% | -2.1% |
| 3M | +9.2% | +0.6% | +8.6% | +8.2% |
| 6M | -15.0% | +33.7% | -48.7% | -23.7% |
| YTD | +5.2% | +33.5% | -28.3% | -6.7% |
| 1Y | +2.4% | +48.8% | -46.5% | -14.1% |
| All | +2.4% | +47.7% | -45.3% | -14.1% |
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