-26.5%
BA vs ABNB
+30.3%
-56.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.6% |
| 7D | -1.7% | +11.2% | -12.9% | -5.1% |
| 30D | -9.5% | +14.7% | -24.2% | -13.4% |
| 3M | -26.5% | +6.9% | -33.3% | -28.4% |
| 6M | -27.4% | +34.5% | -61.9% | -34.7% |
| YTD | -20.6% | +40.2% | -60.8% | -29.9% |
| 1Y | -11.4% | +57.4% | -68.8% | -24.7% |
| 3Y | -10.8% | +64.7% | -75.6% | -27.8% |
| 5Y | -21.9% | -2.3% | -19.7% | -30.9% |
| All | -26.5% | +30.3% | -56.8% | -38.4% |
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