+13.8%
ABNB vs AMCR
+8.2%
+5.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -9.5% | -5.0% | -4.5% | -7.8% |
| 30D | -9.4% | -8.0% | -1.4% | -6.6% |
| 3M | +29.9% | +14.3% | +15.6% | +24.6% |
| 6M | +26.6% | +5.3% | +21.3% | +24.2% |
| YTD | +23.5% | +7.7% | +15.8% | +19.1% |
| 1Y | +35.8% | +10.8% | +25.0% | +29.4% |
| All | +13.8% | +8.2% | +5.6% | +3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling