+31.3%
ABNB vs ACGL
+237.8%
-206.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -3.0% | +14.6% | +12.5% |
| 7D | +15.6% | +0.9% | +14.7% | +15.2% |
| 30D | +18.3% | +13.7% | +4.5% | +14.0% |
| 3M | +25.3% | +8.0% | +17.2% | +22.4% |
| 6M | +35.8% | +13.3% | +22.5% | +30.8% |
| YTD | +40.0% | +11.8% | +28.1% | +34.9% |
| 1Y | +57.6% | +22.2% | +35.4% | +48.0% |
| 3Y | +60.8% | +32.5% | +28.3% | +43.8% |
| 5Y | -5.8% | +160.2% | -166.0% | -35.9% |
| All | +31.3% | +237.8% | -206.5% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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