+183.1%
AXP vs ABNB
+27.9%
+155.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.3% | 0.0% |
| 7D | -0.1% | -1.7% | +1.6% | +0.3% |
| 30D | +4.4% | +11.8% | -7.4% | +1.0% |
| 3M | -6.4% | +0.9% | -7.3% | -7.1% |
| 6M | +4.2% | +40.5% | -36.3% | -6.4% |
| YTD | -12.4% | +37.6% | -50.0% | -21.0% |
| 1Y | -11.1% | +54.1% | -65.2% | -22.3% |
| 3Y | +114.9% | +56.8% | +58.1% | +84.0% |
| 5Y | +87.4% | -9.6% | +97.0% | +62.7% |
| All | +183.1% | +27.9% | +155.1% | +145.3% |
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