+39.8%
SHOP vs ABNB
+24.1%
+15.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.1% | +4.9% | +3.7% |
| 7D | -2.5% | +2.7% | -5.2% | -4.4% |
| 30D | -16.7% | +10.8% | -27.5% | -22.2% |
| 3M | -2.2% | -2.1% | -0.1% | -1.6% |
| 6M | +45.6% | +32.2% | +13.4% | +20.4% |
| YTD | -7.3% | +33.5% | -40.7% | -23.3% |
| 1Y | -6.1% | +47.8% | -53.9% | -27.2% |
| 3Y | +143.3% | +53.3% | +90.0% | +76.7% |
| 5Y | +0.2% | -5.5% | +5.6% | -11.7% |
| All | +39.8% | +24.1% | +15.8% | +9.1% |
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 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