+59.6%
SCHW vs ABNB
+4.6%
+55.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.0% |
| 7D | -2.8% | -9.5% | +6.7% | -0.7% |
| 30D | -0.1% | -9.4% | +9.3% | +2.0% |
| 3M | +20.6% | +29.9% | -9.3% | +13.3% |
| 6M | +15.9% | +26.6% | -10.6% | +9.3% |
| YTD | +8.5% | +23.5% | -15.0% | +2.6% |
| 1Y | +17.8% | +35.8% | -18.0% | +9.0% |
| 3Y | +88.5% | +15.0% | +73.6% | +76.0% |
| All | +59.6% | +4.6% | +55.0% | +44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling