+146.8%
BAC vs ABNB
+16.2%
+130.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.3% | +1.0% |
| 7D | +0.6% | -7.4% | +8.1% | +2.1% |
| 30D | -1.4% | -8.2% | +6.8% | +0.2% |
| 3M | +15.7% | +29.1% | -13.4% | +9.3% |
| 6M | +32.2% | +26.6% | +5.6% | +25.2% |
| YTD | +15.8% | +25.0% | -9.2% | +9.8% |
| 1Y | +27.3% | +37.0% | -9.7% | +18.4% |
| 3Y | +137.5% | +16.3% | +121.1% | +123.4% |
| 5Y | +73.1% | +2.2% | +70.9% | +57.3% |
| All | +146.8% | +16.2% | +130.6% | +121.2% |
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