+527.0%
PLTR vs ABNB
+16.2%
+510.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.4% | +1.3% |
| 7D | 0.0% | -7.4% | +7.5% | +5.0% |
| 30D | -3.3% | -8.2% | +4.9% | +1.8% |
| 3M | +28.4% | +29.1% | -0.8% | +8.3% |
| 6M | +8.4% | +26.6% | -18.2% | -7.6% |
| YTD | -4.6% | +25.0% | -29.6% | -18.8% |
| 1Y | +4.4% | +37.0% | -32.6% | -16.2% |
| 3Y | +1,020.5% | +16.3% | +1,004.2% | +867.5% |
| 5Y | +548.8% | +2.2% | +546.6% | +472.2% |
| All | +527.0% | +16.2% | +510.8% | +438.6% |
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