+120.8%
INTC vs ABNB
+14.8%
+106.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.2% | -4.4% | -5.2% |
| 7D | +9.4% | -9.5% | +18.9% | +12.4% |
| 30D | +2.7% | -9.4% | +12.0% | +5.2% |
| 3M | -6.3% | +29.9% | -36.1% | -14.9% |
| 6M | +114.5% | +26.6% | +87.9% | +96.2% |
| YTD | +171.9% | +23.5% | +148.3% | +150.0% |
| 1Y | +305.0% | +35.8% | +269.2% | +261.5% |
| 3Y | +168.3% | +15.0% | +153.4% | +146.1% |
| 5Y | +102.3% | +1.5% | +100.8% | +79.9% |
| All | +120.8% | +14.8% | +106.0% | +94.8% |
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