+17.6%
ABNB vs BBY
+14.3%
+3.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.1% | -1.6% | +0.2% |
| 7D | -6.5% | +0.6% | -7.0% | -6.7% |
| 30D | -5.5% | +9.4% | -14.9% | -9.3% |
| 3M | +30.0% | +19.3% | +10.7% | +20.2% |
| 6M | +27.6% | +47.9% | -20.3% | +6.1% |
| YTD | +25.4% | +39.6% | -14.2% | +6.4% |
| 1Y | +38.3% | +22.2% | +16.1% | +23.8% |
| 3Y | +15.5% | +45.0% | -29.5% | -10.9% |
| 5Y | +3.0% | +2.6% | +0.4% | -11.6% |
| All | +17.6% | +14.3% | +3.3% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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