+1.5%
ABNB vs AFL
+131.0%
-129.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -0.9% | -1.1% |
| 7D | -9.5% | -3.3% | -6.2% | -8.0% |
| 30D | -9.4% | -5.0% | -4.4% | -7.2% |
| 3M | +29.9% | -1.8% | +31.6% | +30.4% |
| 6M | +26.6% | +4.8% | +21.7% | +22.7% |
| YTD | +23.5% | +5.4% | +18.1% | +19.0% |
| 1Y | +35.8% | +9.0% | +26.9% | +28.4% |
| 3Y | +15.0% | +63.0% | -48.1% | -19.6% |
| 5Y | +1.5% | +134.5% | -133.0% | -49.6% |
| All | +1.5% | +131.0% | -129.5% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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