+25.2%
ABNB vs ALM
+497.0%
-471.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.5% | +6.5% | +0.2% |
| 7D | +6.5% | -4.0% | +10.5% | +6.6% |
| 30D | +9.4% | -30.5% | +39.9% | +10.6% |
| 3M | +0.6% | -46.9% | +47.5% | +2.4% |
| 6M | +33.7% | -65.5% | +99.2% | +37.5% |
| YTD | +33.5% | -13.4% | +46.9% | +32.6% |
| 1Y | +48.8% | +9.8% | +39.1% | +46.5% |
| 3Y | +53.3% | +783.1% | -729.8% | +36.8% |
| 5Y | -12.3% | +378.3% | -390.6% | -20.5% |
| All | +25.2% | +497.0% | -471.9% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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