+7.1%
ABNB vs ALHC
-61.4%
+68.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.9% | +5.0% | +3.4% |
| 7D | -1.7% | +0.3% | -2.0% | -1.8% |
| 30D | +11.8% | -10.6% | +22.4% | +13.3% |
| 3M | +0.9% | -45.3% | +46.2% | +8.5% |
| 6M | +40.5% | -59.7% | +100.2% | +55.1% |
| YTD | +37.6% | -62.7% | +100.4% | +52.3% |
| 1Y | +54.1% | -56.1% | +110.2% | +66.1% |
| 3Y | +56.8% | +21.3% | +35.5% | +29.1% |
| 5Y | -9.6% | -66.0% | +56.4% | -10.2% |
| All | +7.1% | -61.4% | +68.5% | -2.4% |
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