+174.6%
ARM vs ABNB
+31.4%
+143.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +11.7% | -6.9% | -2.4% |
| 7D | -15.2% | +15.6% | -30.8% | -22.9% |
| 30D | -40.7% | +18.3% | -59.0% | -47.0% |
| 3M | -39.1% | +25.3% | -64.4% | -49.8% |
| 6M | -26.4% | +35.8% | -62.2% | -43.7% |
| YTD | +59.7% | +40.0% | +19.8% | +19.2% |
| 1Y | +10.3% | +57.6% | -47.3% | -25.5% |
| 3Y | +228.9% | +60.8% | +168.1% | +118.9% |
| All | +174.6% | +31.4% | +143.2% | +113.1% |
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