+296.4%
ARM vs ABNB
+25.8%
+270.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.8% | +5.7% | +5.1% |
| 7D | +5.5% | -4.0% | +9.4% | +8.2% |
| 30D | -8.2% | +19.3% | -27.5% | -21.0% |
| 3M | -35.9% | +36.1% | -72.0% | -50.8% |
| 6M | +103.1% | +34.2% | +68.9% | +58.7% |
| YTD | +130.6% | +34.1% | +96.6% | +79.0% |
| 1Y | +86.1% | +45.1% | +40.9% | +34.5% |
| All | +296.4% | +25.8% | +270.6% | +220.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling