+49.3%
XLY vs ABNB
+14.8%
+34.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | -0.1% |
| 7D | -3.9% | -9.5% | +5.6% | -1.0% |
| 30D | -6.1% | -9.4% | +3.3% | -3.4% |
| 3M | -1.2% | +29.9% | -31.0% | -9.2% |
| 6M | -1.8% | +26.6% | -28.4% | -9.2% |
| YTD | -5.9% | +23.5% | -29.4% | -12.6% |
| 1Y | -3.1% | +35.8% | -38.9% | -12.7% |
| 3Y | +36.0% | +15.0% | +21.0% | +25.1% |
| 5Y | +27.6% | +1.5% | +26.1% | +13.6% |
| All | +49.3% | +14.8% | +34.5% | +32.7% |
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