+345.0%
SOXL vs ABNB
+16.2%
+328.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.8% | +4.9% | +5.1% |
| 7D | +18.4% | -7.4% | +25.8% | +27.4% |
| 30D | -3.2% | -8.2% | +5.0% | +3.0% |
| 3M | -37.6% | +29.1% | -66.7% | -57.5% |
| 6M | +136.1% | +26.6% | +109.5% | +66.0% |
| YTD | +199.5% | +25.0% | +174.5% | +111.5% |
| 1Y | +363.2% | +37.0% | +326.2% | +195.0% |
| 3Y | +496.5% | +16.3% | +480.1% | +406.8% |
| 5Y | +184.8% | +2.2% | +182.6% | +188.3% |
| All | +345.0% | +16.2% | +328.8% | +356.3% |
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