+25.2%
ABNB vs ACGL
+243.7%
-218.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | +2.7% | -1.4% | +4.1% | +3.0% |
| 30D | +10.8% | +12.4% | -1.6% | +7.1% |
| 3M | -2.1% | +11.1% | -13.2% | -5.0% |
| 6M | +32.2% | +16.3% | +15.8% | +26.4% |
| YTD | +33.5% | +13.8% | +19.6% | +28.0% |
| 1Y | +47.8% | +20.4% | +27.4% | +39.5% |
| 3Y | +53.3% | +33.6% | +19.7% | +36.9% |
| 5Y | -5.5% | +176.8% | -182.3% | -36.0% |
| All | +25.2% | +243.7% | -218.6% | -9.0% |
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