+69.4%
TSLA vs ABNB
+24.6%
+44.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.8% | -4.1% | -5.0% |
| 7D | +1.5% | -4.0% | +5.5% | +3.5% |
| 30D | +10.1% | +19.3% | -9.2% | -0.1% |
| 3M | -15.4% | +36.1% | -51.4% | -28.4% |
| 6M | -12.8% | +34.2% | -47.0% | -26.1% |
| YTD | -21.3% | +34.1% | -55.3% | -33.6% |
| 1Y | +4.6% | +45.1% | -40.5% | -15.5% |
| 3Y | +44.5% | +37.1% | +7.4% | +16.2% |
| 5Y | +44.8% | +15.2% | +29.7% | +18.3% |
| All | +69.4% | +24.6% | +44.8% | +41.5% |
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