+29.2%
ABNB vs ALM
+536.9%
-507.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -7.2% | +5.5% | -1.5% |
| 7D | +11.9% | -6.3% | +18.3% | +12.2% |
| 30D | +12.7% | -31.4% | +44.1% | +14.0% |
| 3M | +1.2% | -40.6% | +41.8% | +2.6% |
| 6M | +32.1% | -58.6% | +90.7% | +35.0% |
| YTD | +37.7% | -7.6% | +45.3% | +36.5% |
| 1Y | +55.5% | +13.8% | +41.6% | +52.9% |
| 3Y | +58.2% | +842.1% | -783.9% | +40.9% |
| 5Y | -2.8% | +407.4% | -410.2% | -12.0% |
| All | +29.2% | +536.9% | -507.8% | +18.2% |
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