-26.8%
AAL vs ABNB
+27.9%
-54.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.1% | -4.2% | -2.5% |
| 7D | -0.1% | -1.7% | +1.6% | +0.6% |
| 30D | +11.7% | +11.8% | -0.1% | +5.8% |
| 3M | -12.5% | +0.9% | -13.4% | -13.6% |
| 6M | +3.6% | +40.5% | -36.8% | -13.3% |
| YTD | -14.1% | +37.6% | -51.7% | -27.5% |
| 1Y | +0.8% | +54.1% | -53.4% | -19.4% |
| 3Y | +11.8% | +56.8% | -45.0% | -12.7% |
| 5Y | -35.1% | -9.6% | -25.5% | -44.0% |
| All | -26.8% | +27.9% | -54.7% | -40.9% |
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