+210.1%
ADI vs ABNB
+27.9%
+182.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.1% | -5.9% | -3.7% |
| 7D | +9.5% | -1.7% | +11.2% | +9.9% |
| 30D | -1.4% | +11.8% | -13.2% | -5.1% |
| 3M | +4.7% | +0.9% | +3.8% | +3.6% |
| 6M | -7.4% | +40.5% | -47.9% | -18.3% |
| YTD | +48.1% | +37.6% | +10.4% | +31.0% |
| 1Y | +69.6% | +54.1% | +15.5% | +44.7% |
| 3Y | +144.4% | +56.8% | +87.6% | +104.5% |
| 5Y | +134.1% | -9.6% | +143.7% | +105.7% |
| All | +210.1% | +27.9% | +182.2% | +166.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABNB.
Daily Out/Under-Performance
Portfolio return minus ABNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABNB 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 ABNB 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