+970.5%
BE vs ABNB
+16.6%
+953.9%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.5% | +5.2% | +5.9% |
| 7D | +9.0% | -6.5% | +15.5% | +12.8% |
| 30D | +16.3% | -5.5% | +21.8% | +19.2% |
| 3M | +10.8% | +30.0% | -19.2% | -8.6% |
| 6M | +73.2% | +27.6% | +45.6% | +43.9% |
| YTD | +217.4% | +25.4% | +192.0% | +164.0% |
| 1Y | +309.8% | +38.3% | +271.5% | +220.4% |
| 3Y | +1,726.2% | +15.5% | +1,710.6% | +1,406.3% |
| 5Y | +1,306.2% | +3.0% | +1,303.1% | +1,070.9% |
| All | +970.5% | +16.6% | +953.9% | +805.8% |
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