+6.5%
ABNB vs FDS
-20.4%
+26.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.3% | +0.2% | -2.3% |
| 7D | -4.4% | -5.4% | +1.0% | -2.2% |
| 30D | -2.0% | +1.6% | -3.6% | -2.7% |
| 3M | +29.8% | +17.7% | +12.1% | +20.7% |
| 6M | +31.0% | +29.1% | +1.9% | +15.8% |
| YTD | +28.6% | +1.0% | +27.6% | +26.9% |
| 1Y | +40.1% | -21.6% | +61.7% | +56.5% |
| 3Y | +19.7% | -30.1% | +49.8% | +37.7% |
| 5Y | +6.5% | -20.7% | +27.2% | +30.9% |
| All | +6.5% | -20.4% | +26.9% | +30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling