+73.9%
TSLA vs ABNB
+14.8%
+59.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.6% |
| 7D | -3.4% | -9.5% | +6.1% | +1.3% |
| 30D | +9.2% | -9.4% | +18.6% | +14.3% |
| 3M | -4.7% | +29.9% | -34.6% | -17.8% |
| 6M | -8.9% | +26.6% | -35.5% | -20.7% |
| YTD | -19.2% | +23.5% | -42.7% | -29.2% |
| 1Y | +4.5% | +35.8% | -31.3% | -13.0% |
| 3Y | +46.3% | +15.0% | +31.3% | +28.1% |
| 5Y | +48.1% | +1.5% | +46.7% | +27.1% |
| All | +73.9% | +14.8% | +59.1% | +50.9% |
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