-56.1%
BABA vs ABNB
+30.1%
-86.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +11.7% | -10.4% | -2.5% |
| 7D | +11.6% | +15.6% | -3.9% | +6.3% |
| 30D | +2.3% | +18.3% | -16.0% | -3.4% |
| 3M | -13.7% | +25.3% | -39.0% | -20.5% |
| 6M | -21.9% | +35.8% | -57.7% | -30.4% |
| YTD | -24.6% | +40.0% | -64.6% | -33.9% |
| 1Y | -34.1% | +57.6% | -91.7% | -44.6% |
| 3Y | +36.3% | +60.8% | -24.5% | +8.6% |
| 5Y | -26.7% | -5.8% | -21.0% | -36.2% |
| All | -56.1% | +30.1% | -86.2% | -65.8% |
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