+25.7%
ABNB vs FIX
+3,106.9%
-3,081.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +20.7% |
| 3M | +36.1% | -15.9% | +51.9% | +39.0% |
| 6M | +34.2% | +12.7% | +21.5% | +25.8% |
| YTD | +34.1% | +72.8% | -38.7% | +11.3% |
| 1Y | +45.1% | +122.9% | -77.8% | +10.1% |
| 3Y | +37.1% | +774.3% | -737.2% | -42.5% |
| 5Y | +15.2% | +2,049.5% | -2,034.3% | -66.5% |
| All | +25.7% | +3,106.9% | -3,081.2% | -63.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling