+215.3%
TER vs ABNB
+24.6%
+190.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.8% | +7.3% | +6.1% |
| 7D | +0.6% | -4.0% | +4.6% | +2.1% |
| 30D | -8.3% | +19.3% | -27.6% | -15.4% |
| 3M | -12.2% | +36.1% | -48.3% | -24.0% |
| 6M | +17.1% | +34.2% | -17.2% | +1.8% |
| YTD | +84.7% | +34.1% | +50.6% | +59.5% |
| 1Y | +199.9% | +45.1% | +154.8% | +149.8% |
| 3Y | +232.8% | +37.1% | +195.6% | +178.5% |
| 5Y | +198.6% | +15.2% | +183.4% | +149.3% |
| All | +215.3% | +24.6% | +190.7% | +170.4% |
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