+20.6%
ABNB vs AMCR
+1.2%
+19.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.3% | -3.2% |
| 7D | -4.4% | -1.8% | -2.5% | -3.5% |
| 30D | -2.0% | -6.0% | +4.0% | +0.9% |
| 3M | +29.8% | +18.9% | +10.9% | +19.8% |
| 6M | +31.0% | +5.7% | +25.4% | +27.0% |
| YTD | +28.6% | +11.1% | +17.5% | +20.3% |
| 1Y | +40.1% | +14.4% | +25.6% | +28.6% |
| 3Y | +19.7% | +13.0% | +6.7% | +5.9% |
| 5Y | +6.5% | -7.5% | +14.0% | +7.3% |
| All | +20.6% | +1.2% | +19.4% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling