+99.6%
BAC vs ABNB
+24.1%
+75.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +0.6% |
| 7D | -1.9% | +2.7% | -4.6% | -2.5% |
| 30D | -7.2% | +10.8% | -17.9% | -9.2% |
| 3M | -20.4% | -2.1% | -18.3% | -20.4% |
| 6M | +1.3% | +32.2% | -30.9% | -5.1% |
| YTD | -6.4% | +33.5% | -39.9% | -12.7% |
| 1Y | -3.5% | +47.8% | -51.3% | -11.8% |
| 3Y | +96.7% | +53.3% | +43.4% | +76.1% |
| 5Y | +20.6% | -5.5% | +26.1% | +8.1% |
| All | +99.6% | +24.1% | +75.5% | +76.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling