Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • ABNB vs AME✓SelectedUSD · AMEABNB vs AME performance historyLatest closeAs of-2.81%09/09
Stock and ETF performance explorer

ABNB vs AME

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+17.2%
AME return
+107.3%
Excess return
-90.1%
Maximum drawdown
-62.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioAMEExcessAlpha
1D-2.8%-0.6%-2.2%-2.4%
7D-7.4%+1.3%-8.8%-8.2%
30D-8.2%-6.6%-1.6%-4.5%
3M+29.1%+3.0%+26.2%+25.6%
6M+26.6%+5.3%+21.3%+20.6%
YTD+25.0%+15.4%+9.6%+11.4%
1Y+37.0%+26.8%+10.2%+13.9%
3Y+16.3%+56.5%-40.2%-19.5%
5Y+2.2%+85.2%-83.1%-39.6%
All+17.2%+107.3%-90.1%-24.2%

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 10y: 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…

10y analysis · Full analysis span regression · 6 months rolling