+25.7%
ABNB vs FFIV
+131.5%
-105.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.6% |
| 7D | -4.0% | -1.0% | -3.0% | -3.6% |
| 30D | +19.3% | -5.1% | +24.4% | +21.6% |
| 3M | +36.1% | -4.5% | +40.5% | +37.3% |
| 6M | +34.2% | +36.5% | -2.2% | +9.1% |
| YTD | +34.1% | +53.0% | -18.9% | +1.1% |
| 1Y | +45.1% | +24.2% | +20.9% | +22.4% |
| 3Y | +37.1% | +137.2% | -100.1% | -25.1% |
| 5Y | +15.2% | +91.8% | -76.6% | -30.7% |
| All | +25.7% | +131.5% | -105.8% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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