+243.5%
ABBV vs ABNB
+27.9%
+215.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.9% | +0.1% |
| 7D | +1.3% | -1.7% | +3.0% | +1.3% |
| 30D | +4.7% | +11.8% | -7.1% | +4.5% |
| 3M | +18.3% | +0.9% | +17.5% | +18.3% |
| 6M | +43.4% | +40.5% | +2.9% | +42.5% |
| YTD | +33.0% | +37.6% | -4.6% | +32.1% |
| 1Y | +30.8% | +54.1% | -23.3% | +29.7% |
| 3Y | +135.1% | +56.8% | +78.4% | +132.6% |
| 5Y | +201.2% | -9.6% | +210.8% | +197.1% |
| All | +243.5% | +27.9% | +215.6% | +229.8% |
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 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