+31.5%
ABNB vs ALB
-24.8%
+56.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +11.2% | +9.5% | +1.8% | +8.2% |
| 30D | +14.7% | -2.1% | +16.8% | +15.3% |
| 3M | +6.9% | -24.1% | +31.0% | +15.4% |
| 6M | +34.5% | -51.0% | +85.5% | +65.0% |
| YTD | +40.2% | -29.3% | +69.5% | +47.9% |
| 1Y | +57.4% | +3.2% | +54.3% | +44.5% |
| 3Y | +64.7% | -9.3% | +74.1% | +37.4% |
| 5Y | -2.3% | -61.6% | +59.4% | +15.8% |
| All | +31.5% | -24.8% | +56.3% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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