-2.3%
ABNB vs ACM
+3.6%
-5.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.2% | -5.0% | -2.9% |
| 7D | +11.2% | +6.9% | +4.3% | +6.8% |
| 30D | +14.7% | +19.1% | -4.3% | +3.3% |
| 3M | +6.9% | -6.9% | +13.8% | +10.4% |
| 6M | +34.5% | -12.0% | +46.5% | +42.6% |
| YTD | +40.2% | -25.1% | +65.3% | +63.2% |
| 1Y | +57.4% | -45.4% | +102.8% | +128.8% |
| 3Y | +64.7% | -6.9% | +71.6% | +44.9% |
| 5Y | -2.3% | +3.7% | -6.0% | -26.9% |
| All | -2.3% | +3.6% | -5.8% | -26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling