+31.3%
ABNB vs FICO
+42.6%
-11.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.4% | +12.1% | +11.8% |
| 7D | +15.6% | -0.9% | +16.5% | +15.8% |
| 30D | +18.3% | +3.3% | +14.9% | +16.2% |
| 3M | +25.3% | -31.7% | +57.0% | +36.0% |
| 6M | +35.8% | -34.0% | +69.8% | +46.6% |
| YTD | +40.0% | -58.3% | +98.3% | +74.3% |
| 1Y | +57.6% | -57.9% | +115.6% | +95.2% |
| 3Y | +60.8% | -24.1% | +84.8% | +43.5% |
| 5Y | -5.8% | +85.3% | -91.1% | -42.2% |
| All | +31.3% | +42.6% | -11.3% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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