-15.7%
SHOP vs ABNB
+4.1%
-19.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.8% | -2.6% | -3.4% |
| 7D | -10.6% | -7.4% | -3.2% | -5.3% |
| 30D | -18.3% | -8.2% | -10.1% | -13.0% |
| 3M | +14.8% | +29.1% | -14.3% | -5.5% |
| 6M | -5.0% | +26.6% | -31.6% | -20.3% |
| YTD | -21.2% | +25.0% | -46.2% | -33.0% |
| 1Y | -11.6% | +37.0% | -48.6% | -29.9% |
| 3Y | +101.2% | +16.3% | +84.9% | +69.5% |
| 5Y | -15.7% | +2.2% | -17.9% | -26.4% |
| All | -15.7% | +4.1% | -19.8% | -26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling