+146.9%
BAC vs ABNB
+24.6%
+122.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.3% |
| 7D | +1.1% | -4.0% | +5.0% | +1.9% |
| 30D | -0.4% | +19.3% | -19.7% | -4.2% |
| 3M | +16.9% | +36.1% | -19.2% | +9.3% |
| 6M | +26.6% | +34.2% | -7.6% | +18.6% |
| YTD | +15.8% | +34.1% | -18.3% | +8.3% |
| 1Y | +27.2% | +45.1% | -18.0% | +17.0% |
| 3Y | +132.4% | +37.1% | +95.3% | +112.3% |
| 5Y | +72.6% | +15.2% | +57.4% | +54.7% |
| All | +146.9% | +24.6% | +122.2% | +118.3% |
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