+158.6%
APH vs ABNB
+24.6%
+134.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -0.7% | -47.1% | -47.6% |
| 7D | -48.7% | -1.3% | -47.4% | -48.5% |
| 30D | -51.9% | +19.3% | -71.3% | -53.9% |
| 3M | -43.6% | +36.1% | -79.6% | -47.7% |
| 6M | -37.5% | +34.2% | -71.8% | -42.0% |
| YTD | -38.6% | +34.1% | -72.7% | -43.2% |
| 1Y | -26.3% | +45.1% | -71.5% | -33.1% |
| 3Y | +89.2% | +37.1% | +52.1% | +70.5% |
| 5Y | +119.8% | +15.2% | +104.7% | +95.3% |
| All | +158.6% | +24.6% | +134.0% | +132.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling