+6.5%
ABNB vs BAH
-2.8%
+9.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.1% | -3.9% |
| 7D | -4.4% | -4.3% | 0.0% | -3.6% |
| 30D | -2.0% | -4.5% | +2.5% | -1.1% |
| 3M | +29.8% | -7.6% | +37.4% | +31.4% |
| 6M | +31.0% | -10.6% | +41.6% | +33.1% |
| YTD | +28.6% | -12.6% | +41.2% | +30.3% |
| 1Y | +40.1% | -27.0% | +67.0% | +46.4% |
| 3Y | +19.7% | -31.5% | +51.2% | +20.0% |
| 5Y | +6.5% | -3.8% | +10.3% | -6.1% |
| All | +6.5% | -2.8% | +9.3% | -6.1% |
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