+30.2%
ABNB vs BIYA
-99.8%
+129.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.2% |
| 7D | -9.5% | -1.3% | -8.2% | -9.5% |
| 30D | -9.4% | -15.9% | +6.6% | -9.4% |
| 3M | +29.9% | -81.2% | +111.1% | +30.0% |
| 6M | +26.6% | -88.2% | +114.8% | +27.7% |
| YTD | +23.5% | -94.1% | +117.7% | +24.8% |
| 1Y | +35.8% | -98.7% | +134.5% | +41.6% |
| All | +30.2% | -99.8% | +129.9% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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