+17.6%
ABNB vs BG
+123.7%
-106.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.3% | +1.8% |
| 7D | -6.5% | +3.1% | -9.6% | -7.0% |
| 30D | -5.5% | +10.2% | -15.7% | -7.3% |
| 3M | +30.0% | -1.7% | +31.7% | +30.0% |
| 6M | +27.6% | +1.0% | +26.6% | +26.4% |
| YTD | +25.4% | +39.9% | -14.5% | +14.5% |
| 1Y | +38.3% | +53.2% | -14.9% | +23.1% |
| 3Y | +15.5% | +16.3% | -0.8% | +8.5% |
| 5Y | +3.0% | +83.9% | -80.8% | -10.6% |
| All | +17.6% | +123.7% | -106.1% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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