-21.2%
DIS vs ABNB
+24.1%
-45.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +0.9% | +6.5% | -5.6% | -1.0% |
| 30D | +8.9% | +9.4% | -0.5% | +6.0% |
| 3M | +14.5% | +0.6% | +14.0% | +13.8% |
| 6M | +12.2% | +33.7% | -21.5% | +2.6% |
| YTD | +4.7% | +33.5% | -28.7% | -4.5% |
| 1Y | +2.8% | +48.8% | -46.0% | -9.1% |
| 3Y | +38.1% | +53.3% | -15.2% | +19.1% |
| 5Y | -23.6% | -12.3% | -11.3% | -33.2% |
| All | -21.2% | +24.1% | -45.2% | -28.2% |
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