+44.0%
ABNB vs FIX
+420.3%
-376.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -11.6% | +8.0% | -2.3% |
| 7D | +2.2% | -27.2% | +29.5% | +5.3% |
| 30D | +6.1% | -46.9% | +53.0% | +13.2% |
| 3M | +11.6% | -44.4% | +56.0% | +18.0% |
| 6M | +21.8% | -50.9% | +72.7% | +30.0% |
| YTD | +25.4% | +3.5% | +21.8% | +15.9% |
| 1Y | +38.9% | -2.1% | +41.0% | +29.3% |
| All | +44.0% | +420.3% | -376.3% | -25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling