+100.9%
BAC vs ABNB
+27.9%
+73.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.1% | +0.4% |
| 7D | +3.2% | -1.7% | +4.9% | +3.6% |
| 30D | -0.7% | +11.8% | -12.5% | -3.1% |
| 3M | -20.0% | +0.9% | -20.9% | -20.4% |
| 6M | +3.4% | +40.5% | -37.0% | -4.3% |
| YTD | -5.7% | +37.6% | -43.4% | -12.6% |
| 1Y | -1.4% | +54.1% | -55.6% | -10.7% |
| 3Y | +97.9% | +56.8% | +41.2% | +76.4% |
| 5Y | +22.9% | -9.6% | +32.5% | +9.5% |
| All | +100.9% | +27.9% | +73.0% | +76.1% |
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