-57.7%
BABA vs ABNB
+30.3%
-88.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.9% | -3.8% |
| 7D | +3.8% | +11.2% | -7.4% | +0.1% |
| 30D | -5.4% | +14.7% | -20.1% | -9.7% |
| 3M | -17.9% | +6.9% | -24.8% | -20.1% |
| 6M | -24.1% | +34.5% | -58.6% | -32.1% |
| YTD | -27.4% | +40.2% | -67.7% | -36.4% |
| 1Y | -36.1% | +57.4% | -93.5% | -46.2% |
| 3Y | +35.4% | +64.7% | -29.4% | +7.0% |
| 5Y | -30.1% | -2.3% | -27.8% | -39.5% |
| All | -57.7% | +30.3% | -88.1% | -67.1% |
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