+84.6%
V vs ABNB
+16.2%
+68.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | +0.2% |
| 7D | -2.9% | -7.4% | +4.5% | -1.6% |
| 30D | +1.9% | -8.2% | +10.0% | +3.4% |
| 3M | +13.2% | +29.1% | -15.9% | +7.7% |
| 6M | +16.7% | +26.6% | -9.8% | +11.3% |
| YTD | +5.4% | +25.0% | -19.6% | +0.5% |
| 1Y | +7.7% | +37.0% | -29.4% | +0.9% |
| 3Y | +52.0% | +16.3% | +35.7% | +43.5% |
| 5Y | +67.7% | +2.2% | +65.5% | +55.1% |
| All | +84.6% | +16.2% | +68.4% | +73.1% |
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