+87.2%
F vs ABNB
+30.3%
+56.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.5% | +0.6% |
| 7D | -0.6% | +11.2% | -11.8% | -3.9% |
| 30D | +2.9% | +14.7% | -11.8% | -1.4% |
| 3M | -9.5% | +6.9% | -16.3% | -11.7% |
| 6M | +4.0% | +34.5% | -30.5% | -6.0% |
| YTD | -1.3% | +40.2% | -41.5% | -12.1% |
| 1Y | -1.9% | +57.4% | -59.4% | -15.8% |
| 3Y | +53.5% | +64.7% | -11.2% | +26.6% |
| 5Y | -15.1% | -2.3% | -12.9% | -26.5% |
| All | +87.2% | +30.3% | +56.9% | +55.0% |
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