+20.6%
ABNB vs REPL
-65.8%
+86.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.3% | -4.0% |
| 7D | -4.4% | -5.7% | +1.4% | -4.3% |
| 30D | -2.0% | +22.5% | -24.5% | -2.5% |
| 3M | +29.8% | +64.7% | -34.8% | +27.0% |
| 6M | +31.0% | +83.0% | -52.0% | +24.2% |
| YTD | +28.6% | +52.0% | -23.4% | +22.6% |
| 1Y | +40.1% | +144.5% | -104.5% | +27.9% |
| 3Y | +19.7% | -25.1% | +44.8% | +7.7% |
| 5Y | +6.5% | -52.9% | +59.3% | -6.8% |
| All | +20.6% | -65.8% | +86.4% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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