+120.4%
TER vs ABNB
+27.9%
+92.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.1% | -8.5% | -6.5% |
| 7D | +14.4% | -1.7% | +16.0% | +14.8% |
| 30D | -30.6% | +11.8% | -42.4% | -33.8% |
| 3M | -39.2% | +0.9% | -40.1% | -40.2% |
| 6M | -31.3% | +40.5% | -71.7% | -41.8% |
| YTD | +29.1% | +37.6% | -8.5% | +9.3% |
| 1Y | +47.4% | +54.1% | -6.7% | +18.9% |
| 3Y | +191.2% | +56.8% | +134.5% | +131.0% |
| 5Y | +74.0% | -9.6% | +83.6% | +51.4% |
| All | +120.4% | +27.9% | +92.5% | +85.3% |
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