+0.1%
ABNB vs ALHC
-29.3%
+29.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -4.0% |
| 7D | -4.4% | -1.0% | -3.4% | -4.3% |
| 30D | -2.0% | -6.3% | +4.4% | -1.2% |
| 3M | +29.8% | -12.3% | +42.1% | +30.3% |
| 6M | +31.0% | -27.0% | +58.0% | +33.8% |
| YTD | +28.6% | -31.8% | +60.5% | +32.3% |
| 1Y | +40.1% | -17.0% | +57.1% | +39.3% |
| 3Y | +19.7% | +159.8% | -140.2% | -13.0% |
| 5Y | +6.5% | -25.1% | +31.6% | -4.8% |
| All | +0.1% | -29.3% | +29.4% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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