+17.6%
ABNB vs USB
+68.7%
-51.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.4% | -2.5% |
| 7D | +2.2% | -1.5% | +3.7% | +3.0% |
| 30D | +6.1% | +4.3% | +1.8% | +4.0% |
| 3M | +11.6% | -6.1% | +17.6% | +15.0% |
| 6M | +21.8% | +9.4% | +12.4% | +16.3% |
| YTD | +25.4% | +15.2% | +10.2% | +16.5% |
| 1Y | +38.9% | +32.8% | +6.1% | +20.6% |
| 3Y | +38.7% | +91.3% | -52.6% | +0.5% |
| 5Y | -15.6% | +22.7% | -38.3% | -29.2% |
| All | +17.6% | +68.7% | -51.2% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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