+17.2%
ABNB vs M
+129.3%
-112.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.2% | +1.4% | -1.6% |
| 7D | -7.4% | -4.1% | -3.4% | -6.3% |
| 30D | -8.2% | -13.6% | +5.5% | -4.2% |
| 3M | +29.1% | -2.3% | +31.4% | +29.3% |
| 6M | +26.6% | +21.9% | +4.7% | +18.3% |
| YTD | +25.0% | -0.6% | +25.6% | +23.4% |
| 1Y | +37.0% | +29.7% | +7.3% | +24.3% |
| 3Y | +16.3% | +107.3% | -91.0% | -15.4% |
| 5Y | +2.2% | +20.5% | -18.3% | -12.5% |
| All | +17.2% | +129.3% | -112.1% | -2.0% |
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