+25.7%
ABNB vs FDS
-7.1%
+32.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.7% | -0.4% |
| 7D | -4.0% | -1.9% | -2.1% | -3.3% |
| 30D | +19.3% | +9.0% | +10.3% | +15.5% |
| 3M | +36.1% | +18.9% | +17.2% | +26.5% |
| 6M | +34.2% | +35.1% | -0.9% | +17.5% |
| YTD | +34.1% | +5.5% | +28.6% | +29.8% |
| 1Y | +45.1% | -16.8% | +61.9% | +55.7% |
| 3Y | +37.1% | -28.1% | +65.2% | +54.3% |
| 5Y | +15.2% | -17.4% | +32.6% | +25.0% |
| All | +25.7% | -7.1% | +32.8% | +23.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling