+17.2%
ABNB vs ALC
+7.9%
+9.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.3% |
| 7D | -7.4% | -5.3% | -2.2% | -4.7% |
| 30D | -8.2% | -7.1% | -1.1% | -4.5% |
| 3M | +29.1% | +0.8% | +28.4% | +28.7% |
| 6M | +26.6% | -16.0% | +42.5% | +37.8% |
| YTD | +25.0% | -12.7% | +37.7% | +33.2% |
| 1Y | +37.0% | -12.8% | +49.8% | +45.7% |
| 3Y | +16.3% | -15.8% | +32.2% | +21.2% |
| 5Y | +2.2% | -16.7% | +18.8% | +1.6% |
| All | +17.2% | +7.9% | +9.3% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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