+60.6%
T vs ABNB
+24.6%
+36.0%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.2% | -1.9% |
| 7D | -1.3% | -4.0% | +2.7% | -1.2% |
| 30D | +11.4% | +19.3% | -8.0% | +10.8% |
| 3M | +14.3% | +36.1% | -21.8% | +13.3% |
| 6M | -9.3% | +34.2% | -43.5% | -10.0% |
| YTD | +7.1% | +34.1% | -27.0% | +6.2% |
| 1Y | -9.1% | +45.1% | -54.2% | -10.1% |
| 3Y | +105.3% | +37.1% | +68.2% | +101.8% |
| 5Y | +66.8% | +15.2% | +51.7% | +61.8% |
| All | +60.6% | +24.6% | +36.0% | +59.3% |
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