+370.7%
XOM vs ABNB
+16.6%
+354.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.1% | +0.3% |
| 7D | +4.1% | -6.5% | +10.5% | +4.6% |
| 30D | +4.6% | -5.5% | +10.1% | +5.0% |
| 3M | +14.0% | +30.0% | -16.1% | +11.0% |
| 6M | +11.0% | +27.6% | -16.6% | +8.1% |
| YTD | +40.7% | +25.4% | +15.3% | +37.0% |
| 1Y | +52.3% | +38.3% | +14.0% | +46.6% |
| 3Y | +60.5% | +15.5% | +44.9% | +55.2% |
| 5Y | +266.4% | +3.0% | +263.4% | +244.5% |
| All | +370.7% | +16.6% | +354.2% | +334.0% |
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 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