+64.5%
XLU vs ABNB
+16.2%
+48.3%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | -1.1% |
| 7D | +0.6% | -7.4% | +8.1% | +0.9% |
| 30D | -0.4% | -8.2% | +7.7% | -0.2% |
| 3M | -1.7% | +29.1% | -30.9% | -2.7% |
| 6M | -7.1% | +26.6% | -33.7% | -8.0% |
| YTD | +1.9% | +25.0% | -23.0% | +0.9% |
| 1Y | +6.1% | +37.0% | -30.9% | +4.6% |
| 3Y | +48.8% | +16.3% | +32.4% | +46.5% |
| 5Y | +43.8% | +2.2% | +41.6% | +39.7% |
| All | +64.5% | +16.2% | +48.3% | +62.7% |
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