+150.2%
C vs ABNB
+24.1%
+126.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +4.7% | +6.5% | -1.7% | +3.0% |
| 30D | +0.2% | +9.4% | -9.2% | -2.2% |
| 3M | -9.3% | +0.6% | -9.9% | -9.9% |
| 6M | -0.8% | +33.7% | -34.5% | -8.5% |
| YTD | +8.5% | +33.5% | -24.9% | 0.0% |
| 1Y | +23.1% | +48.8% | -25.8% | +10.6% |
| 3Y | +220.8% | +53.3% | +167.5% | +183.4% |
| 5Y | +112.4% | -12.3% | +124.7% | +89.4% |
| All | +150.2% | +24.1% | +126.2% | +118.0% |
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 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