+15.9%
ABNB vs FCEL
-93.4%
+109.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.9% | +4.7% | -0.4% |
| 7D | -9.5% | +6.3% | -15.8% | -10.6% |
| 30D | -9.4% | -18.8% | +9.4% | -7.9% |
| 3M | +29.9% | -3.8% | +33.7% | +23.3% |
| 6M | +26.6% | +121.1% | -94.5% | -0.9% |
| YTD | +23.5% | +113.3% | -89.7% | -4.3% |
| 1Y | +35.8% | +173.5% | -137.7% | -3.7% |
| 3Y | +15.0% | -63.9% | +78.9% | +4.3% |
| 5Y | +1.5% | -90.7% | +92.2% | +17.0% |
| All | +15.9% | -93.4% | +109.2% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 FCEL 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