+20.0%
SPY vs ABNB
+46.0%
-26.0%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.1% |
| 7D | +0.1% | -4.0% | +4.1% | +0.7% |
| 30D | +0.1% | +19.3% | -19.3% | -2.9% |
| 3M | +2.0% | +36.1% | -34.1% | -4.0% |
| 6M | +13.0% | +34.2% | -21.2% | +6.1% |
| YTD | +13.5% | +34.1% | -20.5% | +6.5% |
| 1Y | +20.0% | +45.1% | -25.2% | +10.2% |
| All | +20.0% | +46.0% | -26.0% | +10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling