+17.6%
ABNB vs BX
+154.2%
-136.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.5% | -1.0% | +0.1% |
| 7D | -6.5% | -5.6% | -0.8% | -3.3% |
| 30D | -5.5% | -12.2% | +6.7% | +1.7% |
| 3M | +30.0% | +7.4% | +22.6% | +23.9% |
| 6M | +27.6% | +22.2% | +5.4% | +11.4% |
| YTD | +25.4% | -14.0% | +39.4% | +33.5% |
| 1Y | +38.3% | -27.3% | +65.6% | +62.4% |
| 3Y | +15.5% | +24.5% | -9.0% | -7.7% |
| 5Y | +3.0% | +18.9% | -15.9% | -19.0% |
| All | +17.6% | +154.2% | -136.6% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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