-42.9%
TER vs ABNB
+34.2%
-77.1%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +11.7% | -9.1% | +5.3% |
| 7D | -20.5% | +15.6% | -36.0% | -17.1% |
| 30D | -47.0% | +18.3% | -65.3% | -44.3% |
| 3M | -43.3% | +25.3% | -68.6% | -40.1% |
| 6M | -42.9% | +35.8% | -78.7% | -42.1% |
| All | -42.9% | +34.2% | -77.1% | -42.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling