+29.1%
ABNB vs FDS
+2.4%
+26.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +3.0% |
| 7D | -1.7% | +1.5% | -3.2% | -2.3% |
| 30D | +11.8% | +14.8% | -3.0% | +5.8% |
| 3M | +0.9% | +16.3% | -15.4% | -5.4% |
| 6M | +40.5% | +66.2% | -25.8% | +13.6% |
| YTD | +37.6% | +16.2% | +21.4% | +27.7% |
| 1Y | +54.1% | +21.8% | +32.3% | +39.5% |
| 3Y | +56.8% | -23.9% | +80.6% | +73.2% |
| 5Y | -9.6% | -23.1% | +13.5% | -5.2% |
| All | +29.1% | +2.4% | +26.7% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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