+99.6%
BAC vs ABNB
+28.0%
+71.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.0% | +0.6% |
| 7D | +2.1% | +11.9% | -9.9% | -0.3% |
| 30D | -6.7% | +12.7% | -19.4% | -9.1% |
| 3M | -20.2% | +1.2% | -21.4% | -20.7% |
| 6M | -0.2% | +32.1% | -32.3% | -6.5% |
| YTD | -6.4% | +37.7% | -44.1% | -13.2% |
| 1Y | -3.1% | +55.5% | -58.6% | -12.3% |
| 3Y | +96.7% | +58.2% | +38.5% | +75.1% |
| 5Y | +21.3% | -2.8% | +24.0% | +8.0% |
| All | +99.6% | +28.0% | +71.6% | +75.0% |
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