+275.7%
GOOG vs ABNB
+14.8%
+260.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.9% |
| 7D | -2.5% | -9.5% | +7.0% | 0.0% |
| 30D | -3.6% | -9.4% | +5.8% | -1.2% |
| 3M | -6.4% | +29.9% | -36.3% | -13.1% |
| 6M | +7.8% | +26.6% | -18.8% | +0.7% |
| YTD | +5.5% | +23.5% | -18.0% | -1.2% |
| 1Y | +38.3% | +35.8% | +2.4% | +26.2% |
| 3Y | +143.1% | +15.0% | +128.1% | +125.5% |
| 5Y | +135.0% | +1.5% | +133.5% | +110.2% |
| All | +275.7% | +14.8% | +260.9% | +235.8% |
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