+33.6%
XLY vs ABNB
+16.4%
+17.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.4% |
| 7D | -1.7% | -6.5% | +4.8% | +0.5% |
| 30D | -4.2% | -5.5% | +1.3% | -2.4% |
| 3M | -2.7% | +30.0% | -32.7% | -11.8% |
| 6M | -0.6% | +27.6% | -28.2% | -9.6% |
| YTD | -5.0% | +25.4% | -30.4% | -13.3% |
| 1Y | -4.1% | +38.3% | -42.4% | -15.6% |
| 3Y | +33.6% | +15.5% | +18.1% | +20.8% |
| All | +33.6% | +16.4% | +17.2% | +20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling