+2.2%
ABNB vs BAX
-67.6%
+69.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -0.9% | -2.3% |
| 7D | -7.4% | -5.1% | -2.3% | -6.1% |
| 30D | -8.2% | -12.2% | +4.0% | -4.9% |
| 3M | +29.1% | +21.8% | +7.3% | +22.4% |
| 6M | +26.6% | +36.3% | -9.7% | +16.0% |
| YTD | +25.0% | +27.8% | -2.8% | +15.5% |
| 1Y | +37.0% | -0.1% | +37.1% | +34.3% |
| 3Y | +16.3% | -33.3% | +49.6% | +24.6% |
| 5Y | +2.2% | -67.1% | +69.3% | +30.0% |
| All | +2.2% | -67.6% | +69.7% | +30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling