-9.9%
ABNB vs FIX
+1,026.2%
-1,036.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.4% | +4.5% | +3.4% |
| 7D | -1.7% | +9.4% | -11.1% | -3.6% |
| 30D | +11.8% | -27.8% | +39.6% | +18.0% |
| 3M | +0.9% | -35.6% | +36.4% | +8.4% |
| 6M | +40.5% | -45.2% | +85.7% | +54.6% |
| YTD | +37.6% | +19.5% | +18.1% | +20.0% |
| 1Y | +54.1% | +24.2% | +29.9% | +32.1% |
| 3Y | +56.8% | +494.2% | -437.4% | -37.6% |
| All | -9.9% | +1,026.2% | -1,036.1% | -77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling