+59.8%
T vs ABNB
+14.8%
+45.0%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.6% |
| 7D | -2.4% | -9.5% | +7.1% | -2.2% |
| 30D | +4.3% | -9.4% | +13.7% | +4.6% |
| 3M | +11.6% | +29.9% | -18.3% | +10.8% |
| 6M | -5.6% | +26.6% | -32.2% | -6.2% |
| YTD | +6.6% | +23.5% | -17.0% | +5.9% |
| 1Y | -8.4% | +35.8% | -44.2% | -9.3% |
| 3Y | +107.8% | +15.0% | +92.9% | +105.6% |
| 5Y | +68.3% | +1.5% | +66.8% | +63.5% |
| All | +59.8% | +14.8% | +45.0% | +58.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling