+17.2%
ABNB vs APA
+250.0%
-232.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.0% | -5.8% | -3.4% |
| 7D | -7.4% | +0.3% | -7.8% | -7.5% |
| 30D | -8.2% | +9.3% | -17.5% | -10.1% |
| 3M | +29.1% | +23.3% | +5.8% | +22.5% |
| 6M | +26.6% | +39.5% | -12.9% | +14.7% |
| YTD | +25.0% | +87.6% | -62.6% | +4.5% |
| 1Y | +37.0% | +114.2% | -77.2% | +9.6% |
| 3Y | +16.3% | +13.6% | +2.8% | +4.9% |
| 5Y | +2.2% | +175.6% | -173.4% | -24.2% |
| All | +17.2% | +250.0% | -232.8% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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