+72.4%
ABNB vs BAM
+71.9%
+0.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.4% | -0.6% | -2.2% |
| 7D | -4.4% | -1.6% | -2.8% | -3.5% |
| 30D | -2.0% | -6.0% | +4.0% | +1.3% |
| 3M | +29.8% | +7.3% | +22.5% | +23.7% |
| 6M | +31.0% | +8.2% | +22.8% | +23.8% |
| YTD | +28.6% | -3.8% | +32.4% | +29.5% |
| 1Y | +40.1% | -10.7% | +50.8% | +46.2% |
| 3Y | +19.7% | +55.3% | -35.6% | -12.4% |
| All | +72.4% | +71.9% | +0.5% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded BAM 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling