+193.0%
ARM vs ABNB
+31.6%
+161.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.2% | +6.5% | +6.6% |
| 7D | -5.3% | +11.2% | -16.5% | -11.6% |
| 30D | -30.0% | +14.7% | -44.8% | -36.2% |
| 3M | -34.1% | +6.9% | -40.9% | -38.2% |
| 6M | -12.6% | +34.5% | -47.1% | -32.6% |
| YTD | +70.4% | +40.2% | +30.2% | +27.0% |
| 1Y | +22.3% | +57.4% | -35.2% | -17.3% |
| 3Y | +261.2% | +64.7% | +196.5% | +136.4% |
| All | +193.0% | +31.6% | +161.4% | +127.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ABNB.
Daily Out/Under-Performance
Portfolio return minus ABNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABNB 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 ABNB 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