+31.5%
ABNB vs FICO
+46.4%
-15.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.6% | -0.6% |
| 7D | +11.2% | -0.1% | +11.3% | +11.1% |
| 30D | +14.7% | +8.4% | +6.3% | +11.3% |
| 3M | +6.9% | -30.5% | +37.4% | +15.4% |
| 6M | +34.5% | -35.7% | +70.2% | +46.8% |
| YTD | +40.2% | -57.2% | +97.4% | +73.3% |
| 1Y | +57.4% | -58.4% | +115.8% | +96.2% |
| 3Y | +64.7% | -24.8% | +89.5% | +48.4% |
| 5Y | -2.3% | +79.3% | -81.5% | -40.1% |
| All | +31.5% | +46.4% | -15.0% | -17.4% |
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