+506.6%
APP vs ABNB
+5.6%
+501.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.8% | -1.8% | -2.4% |
| 7D | +61.1% | +11.9% | +49.2% | +49.3% |
| 30D | +42.8% | +12.7% | +30.1% | +31.6% |
| 3M | +16.7% | +1.2% | +15.5% | +14.6% |
| 6M | -15.6% | +32.1% | -47.7% | -31.4% |
| YTD | -41.3% | +37.7% | -79.0% | -53.3% |
| 1Y | -39.3% | +55.5% | -94.8% | -55.5% |
| 3Y | +803.2% | +58.2% | +745.0% | +549.2% |
| 5Y | +313.2% | -2.8% | +315.9% | +237.0% |
| All | +506.6% | +5.6% | +501.0% | +349.2% |
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 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