+29.2%
ABNB vs ACM
+52.3%
-23.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.1% |
| 7D | +11.9% | +6.6% | +5.3% | +8.1% |
| 30D | +12.7% | +19.8% | -7.1% | +2.2% |
| 3M | +1.2% | -3.1% | +4.3% | +2.0% |
| 6M | +32.1% | -11.5% | +43.6% | +38.7% |
| YTD | +37.7% | -24.7% | +62.4% | +57.0% |
| 1Y | +55.5% | -45.1% | +100.5% | +114.0% |
| 3Y | +58.2% | -8.9% | +67.1% | +50.5% |
| 5Y | -2.8% | +5.4% | -8.2% | -16.2% |
| All | +29.2% | +52.3% | -23.2% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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