-35.9%
AAL vs ABNB
+4.1%
-40.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.0% | +1.7% |
| 7D | -1.3% | -7.4% | +6.1% | +2.7% |
| 30D | -13.7% | -8.2% | -5.6% | -10.0% |
| 3M | -8.2% | +29.1% | -37.3% | -21.3% |
| 6M | +13.1% | +26.6% | -13.4% | -2.0% |
| YTD | -15.6% | +25.0% | -40.6% | -26.7% |
| 1Y | +1.4% | +37.0% | -35.6% | -16.2% |
| 3Y | -7.4% | +16.3% | -23.8% | -19.5% |
| 5Y | -35.9% | +2.2% | -38.1% | -45.5% |
| All | -35.9% | +4.1% | -40.0% | -45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling