+57.3%
T vs ABNB
+16.2%
+41.1%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.1% | -1.7% |
| 7D | -3.1% | -7.4% | +4.4% | -2.9% |
| 30D | +4.6% | -8.2% | +12.7% | +4.8% |
| 3M | +12.2% | +29.1% | -16.9% | +11.5% |
| 6M | -6.5% | +26.6% | -33.0% | -7.1% |
| YTD | +4.9% | +25.0% | -20.1% | +4.2% |
| 1Y | -10.5% | +37.0% | -47.5% | -11.4% |
| 3Y | +104.6% | +16.3% | +88.3% | +102.4% |
| 5Y | +64.2% | +2.2% | +62.0% | +59.4% |
| All | +57.3% | +16.2% | +41.1% | +56.3% |
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