+244.2%
ASML vs ABNB
+24.1%
+220.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | +10.4% | +6.5% | +3.9% | +7.9% |
| 30D | -12.7% | +9.4% | -22.1% | -15.7% |
| 3M | -17.2% | +0.6% | -17.8% | -18.1% |
| 6M | -1.3% | +33.7% | -35.0% | -13.1% |
| YTD | +40.8% | +33.5% | +7.3% | +23.6% |
| 1Y | +45.2% | +48.8% | -3.6% | +22.2% |
| 3Y | +131.8% | +53.3% | +78.5% | +87.6% |
| 5Y | +84.0% | -12.3% | +96.3% | +60.9% |
| All | +244.2% | +24.1% | +220.1% | +190.4% |
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