+25.2%
ABNB vs ALM
+538.5%
-513.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.1% |
| 7D | +2.7% | -7.2% | +9.9% | +2.9% |
| 30D | +10.8% | -26.4% | +37.1% | +11.8% |
| 3M | -2.1% | -38.6% | +36.5% | -0.8% |
| 6M | +32.2% | -61.0% | +93.2% | +35.4% |
| YTD | +33.5% | -7.4% | +40.8% | +32.3% |
| 1Y | +47.8% | +14.0% | +33.9% | +45.3% |
| 3Y | +53.3% | +844.4% | -791.1% | +36.5% |
| 5Y | -5.5% | +410.8% | -416.3% | -14.5% |
| All | +25.2% | +538.5% | -513.3% | +14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling