+15.9%
ABNB vs FANG
+447.6%
-431.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.5% | -1.5% |
| 7D | -9.5% | +1.2% | -10.7% | -9.8% |
| 30D | -9.4% | +2.4% | -11.8% | -10.0% |
| 3M | +29.9% | +5.1% | +24.8% | +27.5% |
| 6M | +26.6% | +16.4% | +10.2% | +20.0% |
| YTD | +23.5% | +39.0% | -15.4% | +11.0% |
| 1Y | +35.8% | +50.6% | -14.8% | +18.9% |
| 3Y | +15.0% | +46.9% | -32.0% | -0.8% |
| 5Y | +1.5% | +238.2% | -236.8% | -26.5% |
| All | +15.9% | +447.6% | -431.8% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 all: compounded portfolio wealth divided by compounded FANG 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…
all analysis · Full analysis span regression · 6 months rolling