+60.8%
ABNB vs ACGL
+31.5%
+29.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -3.0% | +14.6% | +12.1% |
| 7D | +15.6% | +0.9% | +14.7% | +15.3% |
| 30D | +18.3% | +13.7% | +4.5% | +15.8% |
| 3M | +25.3% | +8.0% | +17.2% | +23.6% |
| 6M | +35.8% | +13.3% | +22.5% | +33.1% |
| YTD | +40.0% | +11.8% | +28.1% | +37.2% |
| 1Y | +57.6% | +22.2% | +35.4% | +52.4% |
| 3Y | +60.8% | +32.5% | +28.3% | +60.8% |
| All | +60.8% | +31.5% | +29.3% | +60.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling