+4.6%
TSLA vs ABNB
+46.0%
-41.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.8% | -4.1% | -5.4% |
| 7D | +1.5% | -4.0% | +5.5% | +2.6% |
| 30D | +10.1% | +19.3% | -9.2% | +4.3% |
| 3M | -15.4% | +36.1% | -51.4% | -23.7% |
| 6M | -12.8% | +34.2% | -47.0% | -21.3% |
| YTD | -21.3% | +34.1% | -55.3% | -28.7% |
| 1Y | +4.6% | +45.1% | -40.5% | -7.1% |
| All | +4.6% | +46.0% | -41.4% | -7.1% |
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 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