+24.5%
QCOM vs ABNB
+30.3%
-5.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.6% |
| 7D | +5.8% | +11.2% | -5.4% | +2.2% |
| 30D | -2.3% | +14.7% | -17.0% | -6.7% |
| 3M | +2.7% | +6.9% | -4.2% | -0.1% |
| 6M | -21.0% | +34.5% | -55.5% | -29.7% |
| YTD | +1.8% | +40.2% | -38.4% | -10.8% |
| 1Y | +2.4% | +57.4% | -55.0% | -13.8% |
| 3Y | +52.1% | +64.7% | -12.6% | +23.8% |
| 5Y | +14.6% | -2.3% | +16.9% | -1.0% |
| All | +24.5% | +30.3% | -5.8% | +3.0% |
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