+183.4%
AXP vs ABNB
+30.1%
+153.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +11.7% | -12.9% | -4.4% |
| 7D | +0.6% | +15.6% | -15.0% | -3.5% |
| 30D | +5.8% | +18.3% | -12.4% | +0.8% |
| 3M | -6.0% | +25.3% | -31.3% | -12.5% |
| 6M | +0.3% | +35.8% | -35.5% | -8.9% |
| YTD | -12.3% | +40.0% | -52.2% | -21.2% |
| 1Y | -11.2% | +57.6% | -68.9% | -22.9% |
| 3Y | +117.0% | +60.8% | +56.3% | +84.7% |
| 5Y | +93.2% | -5.8% | +98.9% | +66.9% |
| All | +183.4% | +30.1% | +153.3% | +144.5% |
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