+20.6%
ABNB vs CAPR
+120.4%
-99.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.6% | -0.5% | -4.0% |
| 7D | -4.4% | -9.5% | +5.1% | -4.2% |
| 30D | -2.0% | +121.5% | -123.5% | -3.7% |
| 3M | +29.8% | -65.4% | +95.2% | +30.7% |
| 6M | +31.0% | -67.5% | +98.5% | +31.9% |
| YTD | +28.6% | -68.6% | +97.2% | +29.5% |
| 1Y | +40.1% | +42.7% | -2.6% | +29.5% |
| 3Y | +19.7% | +43.4% | -23.7% | -1.9% |
| 5Y | +6.5% | +86.0% | -79.6% | -21.7% |
| All | +20.6% | +120.4% | -99.8% | -13.6% |
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