+247.2%
ARM vs ABNB
+63.2%
+184.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.8% | -1.5% |
| 7D | -10.4% | +11.9% | -22.3% | -16.5% |
| 30D | -31.8% | +12.7% | -44.5% | -37.1% |
| 3M | -32.2% | +1.2% | -33.4% | -33.9% |
| 6M | -14.9% | +32.1% | -47.0% | -33.6% |
| YTD | +66.0% | +37.7% | +28.3% | +25.2% |
| 1Y | +17.2% | +55.5% | -38.3% | -20.3% |
| 3Y | +247.2% | +58.2% | +189.0% | +141.0% |
| All | +247.2% | +63.2% | +184.0% | +141.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling