+112.8%
SHOP vs ABNB
+21.3%
+91.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -4.1% | -3.5% | -5.1% |
| 7D | -4.1% | -4.4% | +0.3% | -1.3% |
| 30D | -11.5% | -2.0% | -9.5% | -10.4% |
| 3M | +21.1% | +29.8% | -8.8% | +2.2% |
| 6M | +3.0% | +31.0% | -28.0% | -13.0% |
| YTD | -16.7% | +28.6% | -45.3% | -28.6% |
| 1Y | -8.3% | +40.1% | -48.3% | -25.1% |
| 3Y | +112.8% | +19.7% | +93.1% | +99.5% |
| All | +112.8% | +21.3% | +91.6% | +99.5% |
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 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