+219.8%
ARM vs ABNB
+25.3%
+194.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -3.1% | +15.1% | +13.9% |
| 7D | +6.0% | +2.7% | +3.3% | +4.0% |
| 30D | -20.3% | +10.8% | -31.1% | -26.0% |
| 3M | -24.4% | -2.1% | -22.3% | -25.0% |
| 6M | -4.4% | +32.2% | -36.5% | -25.9% |
| YTD | +86.0% | +33.5% | +52.6% | +42.5% |
| 1Y | +35.8% | +47.8% | -12.0% | -4.5% |
| 3Y | +289.1% | +53.3% | +235.8% | +165.8% |
| All | +219.8% | +25.3% | +194.5% | +154.9% |
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