+29.1%
ABNB vs BAX
-63.9%
+92.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +3.1% |
| 7D | -1.7% | +0.1% | -1.8% | -1.7% |
| 30D | +11.8% | +4.1% | +7.7% | +10.5% |
| 3M | +0.9% | -4.5% | +5.4% | +1.9% |
| 6M | +40.5% | +49.2% | -8.8% | +26.7% |
| YTD | +37.6% | +35.2% | +2.4% | +25.9% |
| 1Y | +54.1% | +38.3% | +15.8% | +40.1% |
| 3Y | +56.8% | -19.0% | +75.8% | +59.0% |
| 5Y | -9.6% | -64.2% | +54.6% | +3.9% |
| All | +29.1% | -63.9% | +92.9% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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