+48.8%
ABNB vs ALHC
-54.5%
+103.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.2% |
| 7D | +6.5% | -0.8% | +7.3% | +6.5% |
| 30D | +9.4% | -9.6% | +19.0% | +10.1% |
| 3M | +0.6% | -44.5% | +45.1% | +3.9% |
| 6M | +33.7% | -59.2% | +92.9% | +41.5% |
| YTD | +33.5% | -62.0% | +95.5% | +37.8% |
| 1Y | +48.8% | -54.8% | +103.7% | +44.2% |
| All | +48.8% | -54.5% | +103.4% | +44.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling