+58.2%
ABNB vs FIS
-40.9%
+99.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | +11.9% | -27.4% | +39.3% | +20.5% |
| 30D | +12.7% | -16.8% | +29.5% | +14.9% |
| 3M | +1.2% | -32.6% | +33.8% | +12.0% |
| 6M | +32.1% | -33.4% | +65.5% | +46.2% |
| YTD | +37.7% | -56.0% | +93.8% | +77.9% |
| 1Y | +55.5% | -55.1% | +110.6% | +99.1% |
| 3Y | +58.2% | -41.4% | +99.6% | +52.7% |
| All | +58.2% | -40.9% | +99.1% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 3y: compounded portfolio wealth divided by compounded FIS 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…
3y analysis · Full analysis span regression · 6 months rolling