+123.8%
SPY vs ABNB
+24.1%
+99.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +3.3% | +6.5% | -3.2% | +1.9% |
| 30D | -2.7% | +9.4% | -12.1% | -4.5% |
| 3M | -1.7% | +0.6% | -2.3% | -2.2% |
| 6M | +3.1% | +33.7% | -30.6% | -3.5% |
| YTD | +11.9% | +33.5% | -21.6% | +4.5% |
| 1Y | +12.0% | +48.8% | -36.9% | +2.3% |
| 3Y | +78.2% | +53.3% | +24.9% | +59.2% |
| 5Y | +73.2% | -12.3% | +85.5% | +57.2% |
| All | +123.8% | +24.1% | +99.8% | +100.7% |
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 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