+247.9%
ASML vs ABNB
+30.3%
+217.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.2% | +6.1% | +6.2% |
| 7D | -0.8% | +11.2% | -12.1% | -4.5% |
| 30D | -14.9% | +14.7% | -29.6% | -19.0% |
| 3M | -13.0% | +6.9% | -19.8% | -15.7% |
| 6M | -4.7% | +34.5% | -39.2% | -16.1% |
| YTD | +42.3% | +40.2% | +2.1% | +22.9% |
| 1Y | +49.7% | +57.4% | -7.7% | +23.6% |
| 3Y | +144.3% | +64.7% | +79.6% | +93.1% |
| 5Y | +86.4% | -2.3% | +88.6% | +59.0% |
| All | +247.9% | +30.3% | +217.6% | +188.8% |
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