+17.6%
ABNB vs AMCR
-3.4%
+21.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +2.3% |
| 7D | -6.5% | -6.3% | -0.2% | -3.5% |
| 30D | -5.5% | -7.8% | +2.3% | -1.8% |
| 3M | +30.0% | +7.5% | +22.5% | +25.9% |
| 6M | +27.6% | +2.7% | +24.9% | +25.4% |
| YTD | +25.4% | +6.0% | +19.4% | +19.9% |
| 1Y | +38.3% | +7.8% | +30.5% | +30.8% |
| 3Y | +15.5% | +5.8% | +9.7% | +5.7% |
| 5Y | +3.0% | -11.6% | +14.6% | +6.1% |
| All | +17.6% | -3.4% | +21.0% | +23.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling