+279.7%
COP vs ABNB
+16.2%
+263.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.8% | +3.9% | +1.4% |
| 7D | -0.5% | -7.4% | +6.9% | +0.4% |
| 30D | +11.7% | -8.2% | +19.9% | +12.7% |
| 3M | +17.7% | +29.1% | -11.5% | +13.5% |
| 6M | +18.3% | +26.6% | -8.2% | +14.1% |
| YTD | +49.1% | +25.0% | +24.1% | +43.6% |
| 1Y | +53.3% | +37.0% | +16.3% | +45.6% |
| 3Y | +22.2% | +16.3% | +5.8% | +16.6% |
| 5Y | +193.3% | +2.2% | +191.1% | +173.9% |
| All | +279.7% | +16.2% | +263.5% | +249.2% |
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