+120.4%
XLF vs ABNB
+19.5%
+100.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.7% | -0.7% |
| 7D | +0.2% | -4.4% | +4.6% | +0.9% |
| 30D | -0.5% | -2.0% | +1.5% | -0.2% |
| 3M | +10.6% | +29.8% | -19.2% | +5.4% |
| 6M | +14.3% | +31.0% | -16.7% | +8.6% |
| YTD | +5.5% | +28.6% | -23.1% | +0.4% |
| 1Y | +9.6% | +40.1% | -30.5% | +2.7% |
| 3Y | +75.2% | +19.7% | +55.5% | +65.2% |
| 5Y | +65.5% | +6.5% | +59.1% | +51.3% |
| All | +120.4% | +19.5% | +100.8% | +100.6% |
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