+114.6%
XLI vs ABNB
+19.5%
+95.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | +0.2% |
| 7D | +1.0% | -4.4% | +5.4% | +1.7% |
| 30D | -5.8% | -2.0% | -3.8% | -5.6% |
| 3M | +0.7% | +29.8% | -29.1% | -4.0% |
| 6M | +3.2% | +31.0% | -27.8% | -1.9% |
| YTD | +13.0% | +28.6% | -15.6% | +7.6% |
| 1Y | +16.8% | +40.1% | -23.3% | +9.5% |
| 3Y | +72.4% | +19.7% | +52.7% | +62.6% |
| 5Y | +82.8% | +6.5% | +76.3% | +68.0% |
| All | +114.6% | +19.5% | +95.1% | +96.1% |
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 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