+108.2%
T vs ABNB
+21.3%
+87.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | -0.4% |
| 7D | -1.5% | -4.4% | +2.8% | -1.6% |
| 30D | +7.6% | -2.0% | +9.6% | +7.6% |
| 3M | +15.3% | +29.8% | -14.5% | +16.1% |
| 6M | -8.5% | +31.0% | -39.5% | -7.8% |
| YTD | +6.8% | +28.6% | -21.8% | +7.6% |
| 1Y | -7.2% | +40.1% | -47.3% | -6.5% |
| 3Y | +108.2% | +19.7% | +88.6% | +103.0% |
| All | +108.2% | +21.3% | +87.0% | +103.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling