+25.2%
ABNB vs FICO
+45.2%
-20.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.4% |
| 7D | +6.5% | +1.4% | +5.1% | +6.0% |
| 30D | +9.4% | -0.8% | +10.2% | +9.1% |
| 3M | +0.6% | -31.3% | +31.9% | +9.0% |
| 6M | +33.7% | -33.9% | +67.6% | +44.5% |
| YTD | +33.5% | -57.6% | +91.0% | +65.3% |
| 1Y | +48.8% | -59.7% | +108.5% | +87.4% |
| 3Y | +53.3% | -28.0% | +81.3% | +40.7% |
| 5Y | -12.3% | +91.0% | -103.3% | -46.5% |
| All | +25.2% | +45.2% | -20.0% | -21.1% |
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