+29.1%
ABNB vs ALB
-29.0%
+58.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.4% | +4.5% | +3.5% |
| 7D | -1.7% | -5.8% | +4.1% | +0.1% |
| 30D | +11.8% | -4.5% | +16.3% | +13.2% |
| 3M | +0.9% | -28.1% | +29.0% | +10.7% |
| 6M | +40.5% | -53.2% | +93.6% | +74.7% |
| YTD | +37.6% | -33.3% | +70.9% | +47.6% |
| 1Y | +54.1% | -17.4% | +71.5% | +52.8% |
| 3Y | +56.8% | -14.1% | +70.9% | +32.8% |
| 5Y | -9.6% | -64.0% | +54.5% | +9.3% |
| All | +29.1% | -29.0% | +58.1% | +22.0% |
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