+20.6%
ABNB vs FIVE
+51.3%
-30.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.8% | -4.3% |
| 7D | -4.4% | +3.7% | -8.1% | -5.6% |
| 30D | -2.0% | +4.0% | -6.0% | -3.6% |
| 3M | +29.8% | +36.2% | -6.4% | +16.6% |
| 6M | +31.0% | +18.0% | +13.0% | +22.1% |
| YTD | +28.6% | +34.9% | -6.3% | +14.4% |
| 1Y | +40.1% | +67.9% | -27.9% | +14.6% |
| 3Y | +19.7% | +57.3% | -37.6% | -6.9% |
| 5Y | +6.5% | +39.5% | -33.1% | -16.1% |
| All | +20.6% | +51.3% | -30.6% | -7.9% |
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