+80.2%
F vs ABNB
+27.9%
+52.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | -0.8% |
| 7D | -3.1% | -1.7% | -1.4% | -2.7% |
| 30D | 0.0% | +11.8% | -11.8% | -3.5% |
| 3M | -13.2% | +0.9% | -14.1% | -13.9% |
| 6M | -10.2% | +40.5% | -50.7% | -19.9% |
| YTD | -4.9% | +37.6% | -42.6% | -15.0% |
| 1Y | -6.1% | +54.1% | -60.2% | -18.9% |
| 3Y | +46.0% | +56.8% | -10.8% | +22.1% |
| 5Y | -15.7% | -9.6% | -6.1% | -25.9% |
| All | +80.2% | +27.9% | +52.3% | +50.0% |
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