-15.6%
ABNB vs FICO
+84.1%
-99.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.9% | -4.4% | -3.8% |
| 7D | +2.2% | -0.3% | +2.5% | +2.2% |
| 30D | +6.1% | +1.7% | +4.4% | +4.6% |
| 3M | +11.6% | -35.2% | +46.8% | +23.7% |
| 6M | +21.8% | -33.7% | +55.4% | +31.6% |
| YTD | +25.4% | -58.2% | +83.5% | +57.9% |
| 1Y | +38.9% | -56.6% | +95.5% | +72.0% |
| 3Y | +38.7% | -24.0% | +62.7% | +18.6% |
| 5Y | -15.6% | +86.1% | -101.7% | -55.8% |
| All | -15.6% | +84.1% | -99.7% | -55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling