+6.5%
ABNB vs ALM
+1,033.0%
-1,026.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +8.8% | -12.9% | -4.4% |
| 7D | -4.4% | +8.4% | -12.8% | -4.7% |
| 30D | -2.0% | +34.8% | -36.8% | -3.3% |
| 3M | +29.8% | +16.2% | +13.6% | +28.5% |
| 6M | +31.0% | +2.1% | +28.9% | +29.6% |
| YTD | +28.6% | +117.0% | -88.4% | +22.9% |
| 1Y | +40.1% | +313.9% | -273.8% | +29.3% |
| 3Y | +19.7% | +2,327.9% | -2,308.2% | -5.2% |
| 5Y | +6.5% | +1,040.6% | -1,034.2% | -9.4% |
| All | +6.5% | +1,033.0% | -1,026.6% | -9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling