+64.7%
ABNB vs ACM
-7.9%
+72.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.2% | -5.0% | -1.9% |
| 7D | +11.2% | +6.9% | +4.3% | +8.3% |
| 30D | +14.7% | +19.1% | -4.3% | +7.0% |
| 3M | +6.9% | -6.9% | +13.8% | +9.2% |
| 6M | +34.5% | -12.0% | +46.5% | +40.0% |
| YTD | +40.2% | -25.1% | +65.3% | +55.5% |
| 1Y | +57.4% | -45.4% | +102.8% | +103.4% |
| 3Y | +64.7% | -6.9% | +71.6% | +46.1% |
| All | +64.7% | -7.9% | +72.6% | +46.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling