+18.0%
BAC vs ABNB
-6.6%
+24.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +11.7% | -12.4% | -3.6% |
| 7D | -1.2% | +15.6% | -16.8% | -4.9% |
| 30D | -7.7% | +18.3% | -25.9% | -11.7% |
| 3M | -21.2% | +25.3% | -46.4% | -26.2% |
| 6M | -6.8% | +35.8% | -42.7% | -14.9% |
| YTD | -8.7% | +40.0% | -48.7% | -17.5% |
| 1Y | -5.3% | +57.6% | -62.9% | -17.0% |
| 3Y | +87.4% | +60.8% | +26.7% | +59.6% |
| All | +18.0% | -6.6% | +24.6% | +3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling