+29.1%
ABNB vs UL
+23.3%
+5.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +2.0% | +2.9% |
| 7D | -1.7% | +1.1% | -2.8% | -1.9% |
| 30D | +11.8% | +4.5% | +7.3% | +10.7% |
| 3M | +0.9% | +6.5% | -5.6% | -0.5% |
| 6M | +40.5% | +18.2% | +22.3% | +35.8% |
| YTD | +37.6% | +4.7% | +32.9% | +35.5% |
| 1Y | +54.1% | +0.8% | +53.4% | +52.8% |
| 3Y | +56.8% | +35.9% | +20.9% | +44.0% |
| 5Y | -9.6% | +33.4% | -43.0% | -19.9% |
| All | +29.1% | +23.3% | +5.7% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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