+418.3%
APH vs ABNB
+30.3%
+387.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.2% | +8.0% | +8.2% |
| 7D | +1.1% | +11.2% | -10.1% | -1.3% |
| 30D | -7.5% | +14.7% | -22.2% | -10.3% |
| 3M | -4.4% | +6.9% | -11.3% | -6.3% |
| 6M | +26.5% | +34.5% | -8.0% | +16.9% |
| YTD | +20.0% | +40.2% | -20.2% | +9.5% |
| 1Y | +16.9% | +57.4% | -40.6% | +3.7% |
| 3Y | +288.5% | +64.7% | +223.8% | +236.4% |
| 5Y | +310.3% | -2.3% | +312.5% | +263.5% |
| All | +418.3% | +30.3% | +387.9% | +358.6% |
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