+208.5%
RTX vs ABNB
+27.9%
+180.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | -0.1% |
| 7D | +4.8% | -1.7% | +6.5% | +4.9% |
| 30D | +6.5% | +11.8% | -5.3% | +5.4% |
| 3M | -9.6% | +0.9% | -10.5% | -9.8% |
| 6M | +12.3% | +40.5% | -28.1% | +8.7% |
| YTD | +9.5% | +37.6% | -28.2% | +5.8% |
| 1Y | +15.8% | +54.1% | -38.3% | +10.8% |
| 3Y | +157.0% | +56.8% | +100.2% | +140.8% |
| 5Y | +148.8% | -9.6% | +158.4% | +138.9% |
| All | +208.5% | +27.9% | +180.6% | +185.7% |
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