+57.6%
ABNB vs FIX
+3.4%
+54.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +5.4% | +6.2% | +11.8% |
| 7D | +15.6% | -17.5% | +33.0% | +14.4% |
| 30D | +18.3% | -41.6% | +59.8% | +16.2% |
| 3M | +25.3% | -40.6% | +65.9% | +23.1% |
| 6M | +35.8% | -49.4% | +85.2% | +34.1% |
| YTD | +40.0% | +9.2% | +30.8% | +32.9% |
| 1Y | +57.6% | +6.5% | +51.2% | +49.5% |
| All | +57.6% | +3.4% | +54.3% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 1y: compounded portfolio wealth divided by compounded FIX 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…
1y analysis · Full analysis span regression · 6 months rolling