+279.9%
GOOGL vs ABNB
+14.8%
+265.1%
-44.3%
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 | -2.8% | -9.5% | +6.7% | -0.4% |
| 30D | -3.2% | -9.4% | +6.2% | -0.8% |
| 3M | -6.6% | +29.9% | -36.5% | -13.3% |
| 6M | +8.5% | +26.6% | -18.1% | +1.3% |
| YTD | +6.5% | +23.5% | -17.1% | -0.2% |
| 1Y | +39.4% | +35.8% | +3.6% | +27.3% |
| 3Y | +146.2% | +15.0% | +131.2% | +128.5% |
| 5Y | +138.3% | +1.5% | +136.9% | +113.3% |
| All | +279.9% | +14.8% | +265.1% | +239.0% |
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