+12.3%
ABNB vs BROS
+10.5%
+1.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.5% | -3.4% | +1.7% |
| 7D | -1.7% | +6.3% | -8.0% | -3.1% |
| 30D | +11.8% | -8.3% | +20.2% | +13.2% |
| 3M | +0.9% | -29.8% | +30.7% | +8.1% |
| 6M | +40.5% | -25.8% | +66.3% | +47.0% |
| YTD | +37.6% | -41.4% | +79.0% | +50.6% |
| 1Y | +54.1% | -35.2% | +89.3% | +64.6% |
| 3Y | +56.8% | +32.8% | +24.0% | +30.1% |
| 5Y | -9.6% | -42.2% | +32.6% | -17.3% |
| All | +12.3% | +10.5% | +1.8% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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