So this was our approach (green line) in to ABQ today from DFW. Everything was going normal until all of a sudden we started to turn away from the airport, followed by 2 high bank turns. Since I had a window seat, I could see out my window and just below us I noticed a small aircraft of some sort (it was hard to tell when we started to enter the turns). The aircraft was below us by maybe 500 feet, moving in much the same direction we were trying to go. It was interesting to see how the pilot handled this, which I will say he did very well. I should say I never thought we were in any danger (for the most part). But I did try and keep that other aircraft in my view out my window as much as I could. I do wonder how many people on the flight actually knew what was going on vs just assumed it was part of landing.