+150.5%
C vs ABNB
+24.1%
+126.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.1% | +4.7% | +2.3% |
| 7D | -0.4% | +2.7% | -3.1% | -1.2% |
| 30D | -5.3% | +10.8% | -16.1% | -7.8% |
| 3M | -8.0% | -2.1% | -5.9% | -8.0% |
| 6M | -0.3% | +32.2% | -32.4% | -7.7% |
| YTD | +8.6% | +33.5% | -24.8% | +0.1% |
| 1Y | +25.8% | +47.8% | -22.0% | +13.2% |
| 3Y | +221.2% | +53.3% | +167.9% | +183.8% |
| 5Y | +113.6% | -5.5% | +119.0% | +89.7% |
| All | +150.5% | +24.1% | +126.5% | +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 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