+22.5%
QCOM vs ABNB
+24.6%
-2.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.7% |
| 7D | +3.3% | -4.0% | +7.3% | +4.6% |
| 30D | +7.7% | +19.3% | -11.6% | +0.9% |
| 3M | -30.1% | +36.1% | -66.1% | -37.6% |
| 6M | +22.8% | +34.2% | -11.4% | +9.7% |
| YTD | +0.2% | +34.1% | -33.9% | -10.6% |
| 1Y | +7.9% | +45.1% | -37.3% | -6.4% |
| 3Y | +55.8% | +37.1% | +18.7% | +34.2% |
| 5Y | +30.1% | +15.2% | +14.9% | +11.9% |
| All | +22.5% | +24.6% | -2.1% | +3.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling