+31.3%
ABNB vs FAST
+147.9%
-116.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.2% | +11.5% | +11.6% |
| 7D | +15.6% | +2.1% | +13.5% | +14.5% |
| 30D | +18.3% | +6.9% | +11.4% | +14.3% |
| 3M | +25.3% | +4.8% | +20.5% | +22.1% |
| 6M | +35.8% | +19.8% | +16.0% | +23.0% |
| YTD | +40.0% | +34.9% | +5.1% | +17.6% |
| 1Y | +57.6% | +32.8% | +24.8% | +33.5% |
| 3Y | +60.8% | +93.7% | -33.0% | +4.4% |
| 5Y | -5.8% | +105.3% | -111.1% | -43.1% |
| All | +31.3% | +147.9% | -116.7% | -23.1% |
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