+528.8%
APP vs ABNB
+7.5%
+521.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.2% | +4.6% | +4.7% |
| 7D | +79.2% | +11.2% | +67.9% | +66.5% |
| 30D | +48.0% | +14.7% | +33.3% | +34.8% |
| 3M | +18.2% | +6.9% | +11.4% | +11.9% |
| 6M | -12.5% | +34.5% | -47.0% | -29.7% |
| YTD | -39.2% | +40.2% | -79.4% | -52.2% |
| 1Y | -33.9% | +57.4% | -91.3% | -51.9% |
| 3Y | +933.3% | +64.7% | +868.5% | +624.7% |
| 5Y | +295.9% | -2.3% | +298.1% | +219.8% |
| All | +528.8% | +7.5% | +521.3% | +360.2% |
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