+157.6%
COST vs ABNB
+16.6%
+141.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.3% | +0.1% |
| 7D | -1.2% | -6.5% | +5.3% | -0.4% |
| 30D | -4.7% | -5.5% | +0.8% | -4.1% |
| 3M | -7.1% | +30.0% | -37.2% | -10.4% |
| 6M | -8.5% | +27.6% | -36.1% | -11.7% |
| YTD | +5.4% | +25.4% | -20.0% | +1.8% |
| 1Y | -5.6% | +38.3% | -43.9% | -10.2% |
| 3Y | +68.5% | +15.5% | +53.0% | +61.3% |
| 5Y | +105.2% | +3.0% | +102.2% | +91.6% |
| All | +157.6% | +16.6% | +141.1% | +144.8% |
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