+60.8%
ABNB vs ALHC
+21.9%
+38.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -2.9% | +14.6% | +11.8% |
| 7D | +15.6% | +1.0% | +14.6% | +15.5% |
| 30D | +18.3% | -14.2% | +32.4% | +19.0% |
| 3M | +25.3% | -45.1% | +70.4% | +28.4% |
| 6M | +35.8% | -59.5% | +95.4% | +40.6% |
| YTD | +40.0% | -62.8% | +102.8% | +45.0% |
| 1Y | +57.6% | -55.5% | +113.1% | +61.9% |
| 3Y | +60.8% | +25.7% | +35.1% | +43.2% |
| All | +60.8% | +21.9% | +38.8% | +43.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling