-58.8%
BABA vs ABNB
+28.0%
-86.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -2.0% |
| 7D | +2.4% | +11.9% | -9.6% | -1.5% |
| 30D | -7.8% | +12.7% | -20.4% | -11.5% |
| 3M | -22.4% | +1.2% | -23.6% | -23.1% |
| 6M | -26.0% | +32.1% | -58.1% | -33.4% |
| YTD | -29.3% | +37.7% | -67.0% | -37.6% |
| 1Y | -37.5% | +55.5% | -93.0% | -47.3% |
| 3Y | +31.9% | +58.2% | -26.3% | +5.8% |
| 5Y | -33.4% | -2.8% | -30.7% | -42.2% |
| All | -58.8% | +28.0% | -86.8% | -67.7% |
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 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