-59.3%
BABA vs ABNB
+24.1%
-83.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -0.2% |
| 7D | -3.6% | +2.7% | -6.3% | -4.7% |
| 30D | -8.4% | +10.8% | -19.1% | -11.6% |
| 3M | -20.6% | -2.1% | -18.5% | -20.5% |
| 6M | -25.4% | +32.2% | -57.5% | -32.9% |
| YTD | -30.1% | +33.5% | -63.6% | -37.7% |
| 1Y | -36.3% | +47.8% | -84.1% | -45.3% |
| 3Y | +30.4% | +53.3% | -22.9% | +5.6% |
| 5Y | -35.7% | -5.5% | -30.3% | -43.6% |
| All | -59.3% | +24.1% | -83.3% | -67.8% |
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