+17.2%
ABNB vs BAH
-7.2%
+24.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.8% |
| 7D | -7.4% | -1.3% | -6.1% | -7.2% |
| 30D | -8.2% | -6.6% | -1.5% | -7.0% |
| 3M | +29.1% | -7.2% | +36.3% | +30.5% |
| 6M | +26.6% | -10.0% | +36.6% | +28.3% |
| YTD | +25.0% | -12.5% | +37.4% | +26.6% |
| 1Y | +37.0% | -27.9% | +64.9% | +43.4% |
| 3Y | +16.3% | -31.4% | +47.7% | +17.6% |
| 5Y | +2.2% | -3.2% | +5.4% | -6.6% |
| All | +17.2% | -7.2% | +24.4% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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