+10.3%
ABNB vs FIX
+2,061.9%
-2,051.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -2.2% |
| 7D | -4.0% | +6.0% | -10.0% | -5.2% |
| 30D | +19.3% | -7.2% | +26.6% | +20.8% |
| 3M | +36.1% | -15.9% | +51.9% | +39.2% |
| 6M | +34.2% | +12.7% | +21.5% | +25.2% |
| YTD | +34.1% | +72.8% | -38.7% | +9.8% |
| 1Y | +45.1% | +122.9% | -77.8% | +7.7% |
| 3Y | +37.1% | +774.3% | -737.2% | -49.2% |
| All | +10.3% | +2,061.9% | -2,051.7% | -75.9% |
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