+25.7%
ABNB vs FAST
+130.9%
-105.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.5% | -2.2% |
| 7D | -4.0% | -0.4% | -3.6% | -3.8% |
| 30D | +19.3% | -0.8% | +20.1% | +19.8% |
| 3M | +36.1% | +5.8% | +30.3% | +31.8% |
| 6M | +34.2% | +8.0% | +26.2% | +27.8% |
| YTD | +34.1% | +25.6% | +8.4% | +17.0% |
| 1Y | +45.1% | +0.8% | +44.3% | +42.5% |
| 3Y | +37.1% | +86.1% | -49.0% | -9.9% |
| 5Y | +15.2% | +100.2% | -85.1% | -28.7% |
| All | +25.7% | +130.9% | -105.2% | -23.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling