+29.1%
ABNB vs M
+165.6%
-136.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.6% | +2.7% |
| 7D | -1.7% | +7.0% | -8.7% | -3.7% |
| 30D | +11.8% | +8.9% | +2.9% | +8.7% |
| 3M | +0.9% | +4.5% | -3.6% | -0.9% |
| 6M | +40.5% | +36.2% | +4.3% | +26.7% |
| YTD | +37.6% | +15.1% | +22.5% | +29.6% |
| 1Y | +54.1% | +27.4% | +26.7% | +40.5% |
| 3Y | +56.8% | +160.1% | -103.4% | +6.2% |
| 5Y | -9.6% | -1.6% | -8.0% | -21.8% |
| All | +29.1% | +165.6% | -136.5% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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