+174.3%
C vs ABNB
+19.5%
+154.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | +0.2% |
| 7D | +3.2% | -4.4% | +7.6% | +4.2% |
| 30D | +1.3% | -2.0% | +3.3% | +1.6% |
| 3M | +3.1% | +29.8% | -26.7% | -3.8% |
| 6M | +29.6% | +31.0% | -1.4% | +20.6% |
| YTD | +19.0% | +28.6% | -9.7% | +11.0% |
| 1Y | +45.6% | +40.1% | +5.6% | +33.2% |
| 3Y | +269.3% | +19.7% | +249.6% | +242.8% |
| 5Y | +131.6% | +6.5% | +125.1% | +106.3% |
| All | +174.3% | +19.5% | +154.7% | +142.0% |
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