+195.1%
ABBV vs ABNB
+14.8%
+180.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.7% |
| 7D | -2.0% | -9.5% | +7.5% | -1.8% |
| 30D | +2.0% | -9.4% | +11.3% | +2.1% |
| 3M | +14.2% | +29.9% | -15.7% | +13.7% |
| 6M | +14.1% | +26.6% | -12.5% | +13.6% |
| YTD | +14.2% | +23.5% | -9.3% | +13.8% |
| 1Y | +24.2% | +35.8% | -11.6% | +23.5% |
| 3Y | +89.8% | +15.0% | +74.8% | +88.4% |
| 5Y | +187.2% | +1.5% | +185.7% | +184.0% |
| All | +195.1% | +14.8% | +180.3% | +184.0% |
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