+424.2%
APH vs ABNB
+19.5%
+404.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.8% | -0.4% |
| 7D | +0.2% | -4.4% | +4.6% | +1.2% |
| 30D | -3.3% | -2.0% | -1.4% | -3.2% |
| 3M | +14.0% | +29.8% | -15.8% | +6.5% |
| 6M | +24.4% | +31.0% | -6.6% | +15.8% |
| YTD | +21.4% | +28.6% | -7.2% | +13.2% |
| 1Y | +48.9% | +40.1% | +8.9% | +35.9% |
| 3Y | +290.1% | +19.7% | +270.4% | +261.0% |
| 5Y | +352.8% | +6.5% | +346.3% | +305.7% |
| All | +424.2% | +19.5% | +404.7% | +374.1% |
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