+25.2%
ABNB vs FAST
+159.6%
-134.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.2% | -4.3% | -3.7% |
| 7D | +2.7% | +4.3% | -1.6% | +0.5% |
| 30D | +10.8% | +8.3% | +2.5% | +6.3% |
| 3M | -2.1% | +6.5% | -8.6% | -5.5% |
| 6M | +32.2% | +29.5% | +2.7% | +14.9% |
| YTD | +33.5% | +41.3% | -7.8% | +9.5% |
| 1Y | +47.8% | +37.4% | +10.4% | +23.1% |
| 3Y | +53.3% | +98.5% | -45.2% | -1.4% |
| 5Y | -5.5% | +111.1% | -116.6% | -44.1% |
| All | +25.2% | +159.6% | -134.5% | -28.4% |
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