-9.5%
BA vs ABNB
+24.6%
-34.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.4% |
| 7D | +1.2% | -4.0% | +5.1% | +2.4% |
| 30D | -11.6% | +19.3% | -30.9% | -16.9% |
| 3M | -2.4% | +36.1% | -38.4% | -12.0% |
| 6M | -6.6% | +34.2% | -40.9% | -15.7% |
| YTD | -2.2% | +34.1% | -36.3% | -12.0% |
| 1Y | -8.0% | +45.1% | -53.1% | -19.4% |
| 3Y | -5.0% | +37.1% | -42.1% | -18.5% |
| 5Y | -2.7% | +15.2% | -17.9% | -15.8% |
| All | -9.5% | +24.6% | -34.1% | -22.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling