-26.0%
BA vs ABNB
+30.1%
-56.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.7% | -11.2% | -3.1% |
| 7D | +1.1% | +15.6% | -14.5% | -3.6% |
| 30D | -7.9% | +18.3% | -26.2% | -12.8% |
| 3M | -25.3% | +25.3% | -50.6% | -31.1% |
| 6M | -24.6% | +35.8% | -60.4% | -32.3% |
| YTD | -20.1% | +40.0% | -60.1% | -29.4% |
| 1Y | -11.8% | +57.6% | -69.4% | -25.0% |
| 3Y | -10.1% | +60.8% | -70.9% | -26.7% |
| 5Y | -22.7% | -5.8% | -17.0% | -31.2% |
| All | -26.0% | +30.1% | -56.2% | -38.0% |
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