-28.6%
AAL vs ABNB
+14.8%
-43.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.2% |
| 7D | -0.9% | -9.5% | +8.6% | +3.7% |
| 30D | -16.0% | -9.4% | -6.6% | -12.2% |
| 3M | -4.2% | +29.9% | -34.1% | -16.4% |
| 6M | +15.7% | +26.6% | -10.9% | +2.3% |
| YTD | -16.2% | +23.5% | -39.7% | -25.3% |
| 1Y | +0.2% | +35.8% | -35.6% | -14.5% |
| 3Y | -8.1% | +15.0% | -23.1% | -17.6% |
| 5Y | -32.2% | +1.5% | -33.7% | -40.7% |
| All | -28.6% | +14.8% | -43.4% | -39.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling