+25.7%
ABNB vs ALLE
+53.4%
-27.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.3% |
| 7D | -4.0% | -0.2% | -3.7% | -3.9% |
| 30D | +19.3% | -6.8% | +26.1% | +23.7% |
| 3M | +36.1% | +21.0% | +15.0% | +21.7% |
| 6M | +34.2% | +1.1% | +33.1% | +32.1% |
| YTD | +34.1% | -0.5% | +34.6% | +31.7% |
| 1Y | +45.1% | -7.3% | +52.4% | +48.2% |
| 3Y | +37.1% | +42.3% | -5.1% | +4.5% |
| 5Y | +15.2% | +13.5% | +1.7% | -9.5% |
| All | +25.7% | +53.4% | -27.7% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 all: compounded portfolio wealth divided by compounded ALLE 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…
all analysis · Full analysis span regression · 6 months rolling