+35.9%
SHOP vs ABNB
+24.6%
+11.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.2% | +0.6% |
| 7D | -5.1% | -4.0% | -1.2% | -2.6% |
| 30D | +0.6% | +19.3% | -18.7% | -11.1% |
| 3M | +25.0% | +36.1% | -11.0% | +2.0% |
| 6M | +11.9% | +34.2% | -22.3% | -7.4% |
| YTD | -9.9% | +34.1% | -43.9% | -25.1% |
| 1Y | 0.0% | +45.1% | -45.2% | -21.2% |
| 3Y | +117.5% | +37.1% | +80.4% | +69.4% |
| 5Y | -6.6% | +15.2% | -21.8% | -21.9% |
| All | +35.9% | +24.6% | +11.3% | +6.4% |
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 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