+262.1%
APH vs ABNB
+54.2%
+207.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +11.7% | -7.6% | +1.5% |
| 7D | -5.9% | +15.6% | -21.5% | -9.1% |
| 30D | -14.8% | +18.3% | -33.1% | -18.3% |
| 3M | -12.4% | +25.3% | -37.7% | -18.2% |
| 6M | +8.1% | +35.8% | -27.8% | -2.1% |
| YTD | +10.9% | +40.0% | -29.0% | -0.9% |
| 1Y | +8.8% | +57.6% | -48.9% | -6.7% |
| 3Y | +262.1% | +60.8% | +201.3% | +202.1% |
| All | +262.1% | +54.2% | +207.9% | +202.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling