+20.7%
SHOP vs ABNB
+16.6%
+4.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +0.8% |
| 7D | -11.2% | -6.5% | -4.8% | -7.2% |
| 30D | -14.4% | -5.5% | -8.9% | -11.1% |
| 3M | +16.6% | +30.0% | -13.5% | -2.0% |
| 6M | -0.6% | +27.6% | -28.2% | -14.9% |
| YTD | -20.0% | +25.4% | -45.4% | -30.6% |
| 1Y | -11.2% | +38.3% | -49.5% | -27.6% |
| 3Y | +99.5% | +15.5% | +84.0% | +74.3% |
| 5Y | -13.2% | +3.0% | -16.2% | -23.2% |
| All | +20.7% | +16.6% | +4.1% | -1.3% |
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