+109.3%
F vs ABNB
+19.5%
+89.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.1% | -0.2% | -3.1% |
| 7D | +1.2% | -4.4% | +5.5% | +2.5% |
| 30D | +1.2% | -2.0% | +3.2% | +1.7% |
| 3M | -5.7% | +29.8% | -35.5% | -13.4% |
| 6M | +17.9% | +31.0% | -13.1% | +7.7% |
| YTD | +10.4% | +28.6% | -18.2% | +1.2% |
| 1Y | +25.3% | +40.1% | -14.7% | +11.8% |
| 3Y | +37.5% | +19.7% | +17.8% | +24.7% |
| 5Y | +46.5% | +6.5% | +40.0% | +26.9% |
| All | +109.3% | +19.5% | +89.8% | +78.6% |
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