+29.1%
ABNB vs BWA
+58.4%
-29.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.2% |
| 7D | -1.7% | +4.3% | -6.0% | -3.7% |
| 30D | +11.8% | -13.0% | +24.8% | +18.8% |
| 3M | +0.9% | -24.8% | +25.7% | +13.9% |
| 6M | +40.5% | -23.5% | +64.0% | +55.2% |
| YTD | +37.6% | +13.8% | +23.8% | +18.5% |
| 1Y | +54.1% | +13.4% | +40.7% | +32.7% |
| 3Y | +56.8% | +62.8% | -6.0% | +4.5% |
| 5Y | -9.6% | +28.5% | -38.0% | -35.6% |
| All | +29.1% | +58.4% | -29.4% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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