+40.8%
T vs ABNB
+24.1%
+16.8%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.1% | +4.5% | +1.6% |
| 7D | +2.0% | +2.7% | -0.7% | +1.9% |
| 30D | -1.0% | +10.8% | -11.8% | -1.3% |
| 3M | -8.1% | -2.1% | -6.0% | -8.1% |
| 6M | -8.3% | +32.2% | -40.4% | -9.0% |
| YTD | -6.1% | +33.5% | -39.6% | -6.9% |
| 1Y | -7.4% | +47.8% | -55.2% | -8.5% |
| 3Y | +65.4% | +53.3% | +12.1% | +61.8% |
| 5Y | +57.6% | -5.5% | +63.1% | +52.4% |
| All | +40.8% | +24.1% | +16.8% | +39.6% |
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