+16.0%
ABNB vs AUR
-35.7%
+51.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +1.3% |
| 7D | -6.5% | +1.4% | -7.9% | -6.7% |
| 30D | -5.5% | -6.4% | +0.9% | -4.8% |
| 3M | +30.0% | +7.7% | +22.3% | +27.3% |
| 6M | +27.6% | +44.5% | -16.9% | +17.2% |
| YTD | +25.4% | +67.4% | -42.1% | +11.7% |
| 1Y | +38.3% | +15.4% | +22.9% | +30.3% |
| 3Y | +15.5% | +94.8% | -79.3% | -16.3% |
| 5Y | +3.0% | -35.1% | +38.1% | -28.6% |
| All | +16.0% | -35.7% | +51.7% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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