+330.7%
SOXL vs ABNB
+16.6%
+314.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.5% | +3.7% | +3.6% |
| 7D | +3.9% | -6.5% | +10.3% | +11.0% |
| 30D | -14.3% | -5.5% | -8.8% | -11.2% |
| 3M | -45.6% | +30.0% | -75.7% | -63.4% |
| 6M | +117.2% | +27.6% | +89.6% | +51.7% |
| YTD | +189.8% | +25.4% | +164.4% | +104.3% |
| 1Y | +317.7% | +38.3% | +279.4% | +163.7% |
| 3Y | +478.6% | +15.5% | +463.1% | +395.9% |
| 5Y | +169.5% | +3.0% | +166.5% | +171.7% |
| All | +330.7% | +16.6% | +314.1% | +340.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling