-9.1%
T vs ABNB
+46.0%
-55.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.2% | -2.0% |
| 7D | -1.3% | -4.0% | +2.7% | -1.4% |
| 30D | +11.4% | +19.3% | -8.0% | +12.7% |
| 3M | +14.3% | +36.1% | -21.8% | +17.5% |
| 6M | -9.3% | +34.2% | -43.5% | -6.8% |
| YTD | +7.1% | +34.1% | -27.0% | +10.7% |
| 1Y | -9.1% | +45.1% | -54.2% | -8.0% |
| All | -9.1% | +46.0% | -55.1% | -8.0% |
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