+130.8%
SCHW vs ABNB
+16.6%
+114.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.3% |
| 7D | -1.9% | -6.5% | +4.6% | -0.7% |
| 30D | -1.6% | -5.5% | +3.9% | -0.7% |
| 3M | +21.3% | +30.0% | -8.8% | +15.2% |
| 6M | +16.5% | +27.6% | -11.1% | +10.9% |
| YTD | +8.4% | +25.4% | -17.0% | +3.3% |
| 1Y | +15.6% | +38.3% | -22.7% | +8.2% |
| 3Y | +86.8% | +15.5% | +71.3% | +76.6% |
| 5Y | +60.5% | +3.0% | +57.5% | +49.0% |
| All | +130.8% | +16.6% | +114.2% | +115.0% |
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