+25.2%
ABNB vs CAPR
+173.0%
-147.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +26.5% | -29.6% | -3.5% |
| 7D | +2.7% | +25.8% | -23.1% | +2.2% |
| 30D | +10.8% | +50.2% | -39.4% | +9.8% |
| 3M | -2.1% | +185.5% | -187.6% | -4.4% |
| 6M | +32.2% | -64.8% | +97.0% | +32.8% |
| YTD | +33.5% | -61.1% | +94.6% | +33.6% |
| 1Y | +47.8% | +81.0% | -33.1% | +36.2% |
| 3Y | +53.3% | +300.7% | -247.4% | +16.5% |
| 5Y | -5.5% | +223.3% | -228.8% | -31.8% |
| All | +25.2% | +173.0% | -147.8% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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