+64.7%
ABNB vs ALC
+2.4%
+62.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +11.2% | +2.1% | +9.2% | +10.2% |
| 30D | +14.7% | +17.2% | -2.5% | +7.9% |
| 3M | +6.9% | +4.6% | +2.2% | +4.9% |
| 6M | +34.5% | +20.1% | +14.4% | +25.6% |
| YTD | +40.2% | -4.2% | +44.4% | +41.5% |
| 1Y | +57.4% | +2.1% | +55.3% | +55.5% |
| 3Y | +64.7% | +4.5% | +60.3% | +62.0% |
| All | +64.7% | +2.4% | +62.4% | +62.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling