+1.5%
ABNB vs FISV
-57.7%
+59.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.7% | -1.4% |
| 7D | -9.5% | -7.2% | -2.3% | -7.0% |
| 30D | -9.4% | -7.2% | -2.2% | -7.0% |
| 3M | +29.9% | -8.2% | +38.0% | +32.6% |
| 6M | +26.6% | -17.7% | +44.3% | +34.0% |
| YTD | +23.5% | -27.2% | +50.7% | +36.5% |
| 1Y | +35.8% | -63.0% | +98.8% | +82.0% |
| 3Y | +15.0% | -59.8% | +74.7% | +20.8% |
| 5Y | +1.5% | -55.8% | +57.3% | -9.0% |
| All | +1.5% | -57.7% | +59.2% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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