+145.8%
IBM vs ABNB
+14.8%
+131.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.3% |
| 7D | -0.3% | -9.5% | +9.2% | +0.8% |
| 30D | -1.8% | -9.4% | +7.5% | -0.8% |
| 3M | -13.5% | +29.9% | -43.3% | -16.0% |
| 6M | -5.1% | +26.6% | -31.7% | -7.7% |
| YTD | -19.4% | +23.5% | -42.9% | -21.4% |
| 1Y | -6.5% | +35.8% | -42.4% | -9.7% |
| 3Y | +73.8% | +15.0% | +58.8% | +68.5% |
| 5Y | +116.3% | +1.5% | +114.8% | +107.1% |
| All | +145.8% | +14.8% | +131.0% | +134.5% |
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