+520.8%
APP vs ABNB
+2.3%
+518.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.1% | +5.4% | +4.3% |
| 7D | +48.9% | +2.7% | +46.3% | +45.5% |
| 30D | +49.4% | +10.8% | +38.7% | +39.1% |
| 3M | +27.0% | -2.1% | +29.1% | +27.3% |
| 6M | -15.4% | +32.2% | -47.6% | -31.3% |
| YTD | -39.9% | +33.5% | -73.4% | -51.3% |
| 1Y | -32.0% | +47.8% | -79.8% | -48.5% |
| 3Y | +824.3% | +53.3% | +771.0% | +577.2% |
| 5Y | +252.4% | -5.5% | +257.9% | +192.9% |
| All | +520.8% | +2.3% | +518.5% | +368.6% |
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