+77.6%
V vs ABNB
+54.2%
+23.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +11.7% | -11.7% | -2.1% |
| 7D | +2.2% | +15.6% | -13.4% | -0.6% |
| 30D | +13.6% | +18.3% | -4.7% | +10.1% |
| 3M | +14.3% | +25.3% | -11.0% | +9.3% |
| 6M | +33.1% | +35.8% | -2.7% | +25.0% |
| YTD | +21.2% | +40.0% | -18.8% | +12.9% |
| 1Y | +26.4% | +57.6% | -31.2% | +15.1% |
| 3Y | +77.6% | +60.8% | +16.8% | +60.1% |
| All | +77.6% | +54.2% | +23.4% | +60.1% |
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 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