-17.2%
F vs ABNB
-9.4%
-7.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | -0.9% |
| 7D | -3.1% | -1.7% | -1.4% | -2.6% |
| 30D | 0.0% | +11.8% | -11.8% | -3.9% |
| 3M | -13.2% | +0.9% | -14.1% | -14.0% |
| 6M | -10.2% | +40.5% | -50.7% | -21.2% |
| YTD | -4.9% | +37.6% | -42.6% | -16.4% |
| 1Y | -6.1% | +54.1% | -60.2% | -20.7% |
| 3Y | +46.0% | +56.8% | -10.8% | +18.1% |
| All | -17.2% | -9.4% | -7.8% | -30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling