+190.3%
CSCO vs ABNB
+16.2%
+174.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.1% | +0.6% |
| 7D | 0.0% | -7.4% | +7.4% | +0.9% |
| 30D | -10.7% | -8.2% | -2.6% | -9.9% |
| 3M | -8.7% | +29.1% | -37.9% | -12.1% |
| 6M | +44.9% | +26.6% | +18.3% | +39.7% |
| YTD | +44.1% | +25.0% | +19.1% | +39.0% |
| 1Y | +65.9% | +37.0% | +28.9% | +58.0% |
| 3Y | +109.0% | +16.3% | +92.7% | +100.0% |
| 5Y | +114.8% | +2.2% | +112.6% | +101.2% |
| All | +190.3% | +16.2% | +174.1% | +171.6% |
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