+25.7%
ABNB vs ALM
+1,274.8%
-1,249.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.7% |
| 7D | -4.0% | -2.6% | -1.3% | -3.9% |
| 30D | +19.3% | +32.0% | -12.7% | +18.2% |
| 3M | +36.1% | -15.0% | +51.1% | +36.3% |
| 6M | +34.2% | -10.1% | +44.4% | +33.7% |
| YTD | +34.1% | +99.4% | -65.4% | +30.0% |
| 1Y | +45.1% | +316.4% | -271.2% | +36.8% |
| 3Y | +37.1% | +2,022.0% | -1,984.9% | +18.5% |
| 5Y | +15.2% | +941.2% | -926.0% | +1.8% |
| All | +25.7% | +1,274.8% | -1,249.1% | +12.5% |
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