+31.5%
ABNB vs ALM
+586.6%
-555.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.1% | -7.9% | -0.1% |
| 7D | +11.2% | +0.7% | +10.5% | +11.2% |
| 30D | +14.7% | -26.1% | +40.8% | +15.7% |
| 3M | +6.9% | -38.1% | +45.0% | +8.2% |
| 6M | +34.5% | -55.4% | +89.9% | +37.1% |
| YTD | +40.2% | -0.4% | +40.6% | +38.7% |
| 1Y | +57.4% | +25.4% | +32.1% | +54.3% |
| 3Y | +64.7% | +907.8% | -843.0% | +46.4% |
| 5Y | -2.3% | +440.2% | -442.4% | -11.8% |
| All | +31.5% | +586.6% | -555.1% | +20.0% |
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