+52.0%
ABNB vs FIVE
+40.2%
+11.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.3% |
| 7D | +6.5% | +2.4% | +4.0% | +5.9% |
| 30D | +9.4% | +15.8% | -6.5% | +6.1% |
| 3M | +0.6% | +3.8% | -3.2% | -0.4% |
| 6M | +33.7% | +18.5% | +15.2% | +28.4% |
| YTD | +33.5% | +31.2% | +2.2% | +25.2% |
| 1Y | +48.8% | +61.8% | -13.0% | +33.9% |
| All | +52.0% | +40.2% | +11.8% | +13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling