+31.5%
ABNB vs FAST
+155.3%
-123.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.0% | -2.8% | -1.3% |
| 7D | +11.2% | +3.8% | +7.4% | +9.2% |
| 30D | +14.7% | +8.1% | +6.7% | +10.2% |
| 3M | +6.9% | +5.8% | +1.1% | +3.5% |
| 6M | +34.5% | +24.9% | +9.6% | +19.2% |
| YTD | +40.2% | +38.9% | +1.3% | +16.1% |
| 1Y | +57.4% | +36.5% | +21.0% | +31.5% |
| 3Y | +64.7% | +98.1% | -33.4% | +5.9% |
| 5Y | -2.3% | +109.3% | -111.6% | -41.8% |
| All | +31.5% | +155.3% | -123.8% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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