+48.4%
QCOM vs ABNB
+58.9%
-10.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.1% | -5.8% | -3.8% |
| 7D | +4.3% | -1.7% | +6.0% | +4.8% |
| 30D | -0.1% | +11.8% | -11.9% | -4.3% |
| 3M | +5.2% | +0.9% | +4.3% | +4.1% |
| 6M | -18.4% | +40.5% | -58.8% | -30.4% |
| YTD | +2.4% | +37.6% | -35.2% | -12.4% |
| 1Y | +0.9% | +54.1% | -53.2% | -18.0% |
| 3Y | +48.4% | +56.8% | -8.4% | +18.1% |
| All | +48.4% | +58.9% | -10.6% | +18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling