+25.2%
ABNB vs FIVE
+49.3%
-24.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -2.0% | -2.7% |
| 7D | +2.7% | -0.5% | +3.2% | +2.8% |
| 30D | +10.8% | +17.4% | -6.6% | +4.9% |
| 3M | -2.1% | +7.0% | -9.1% | -4.7% |
| 6M | +32.2% | +20.5% | +11.7% | +22.7% |
| YTD | +33.5% | +33.1% | +0.3% | +18.9% |
| 1Y | +47.8% | +67.1% | -19.3% | +21.7% |
| 3Y | +53.3% | +41.9% | +11.4% | +25.4% |
| 5Y | -5.5% | +21.1% | -26.5% | -22.4% |
| All | +25.2% | +49.3% | -24.1% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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