-2.8%
ABNB vs BAH
+10.2%
-13.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -1.9% |
| 7D | +11.9% | +0.5% | +11.5% | +11.7% |
| 30D | +12.7% | +18.2% | -5.6% | +8.8% |
| 3M | +1.2% | +13.1% | -11.9% | -1.6% |
| 6M | +32.1% | +15.2% | +16.9% | +27.5% |
| YTD | +37.7% | +6.0% | +31.7% | +33.9% |
| 1Y | +55.5% | +3.1% | +52.4% | +51.7% |
| 3Y | +58.2% | -26.2% | +84.4% | +56.7% |
| 5Y | -2.8% | +9.3% | -12.1% | -18.1% |
| All | -2.8% | +10.2% | -13.0% | -18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling