+15.9%
ABNB vs AME
+105.5%
-89.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.6% |
| 7D | -9.5% | 0.0% | -9.5% | -9.5% |
| 30D | -9.4% | -8.6% | -0.8% | -4.4% |
| 3M | +29.9% | +5.8% | +24.1% | +24.1% |
| 6M | +26.6% | +3.8% | +22.8% | +21.7% |
| YTD | +23.5% | +14.4% | +9.1% | +10.7% |
| 1Y | +35.8% | +25.8% | +10.1% | +13.5% |
| 3Y | +15.0% | +55.2% | -40.2% | -20.0% |
| 5Y | +1.5% | +85.5% | -84.0% | -39.6% |
| All | +15.9% | +105.5% | -89.7% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded AME 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling