+29.2%
ABNB vs FLEX
+524.1%
-494.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.9% | -1.1% |
| 7D | +11.9% | -13.6% | +25.6% | +15.4% |
| 30D | +12.7% | -36.5% | +49.2% | +25.2% |
| 3M | +1.2% | -36.4% | +37.6% | +11.4% |
| 6M | +32.1% | -46.5% | +78.6% | +48.4% |
| YTD | +37.7% | +25.9% | +11.8% | +3.0% |
| 1Y | +55.5% | +19.6% | +35.9% | +18.0% |
| 3Y | +58.2% | +287.0% | -228.8% | -41.3% |
| 5Y | -2.8% | +466.6% | -469.4% | -72.8% |
| All | +29.2% | +524.1% | -494.9% | -62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 10y: compounded portfolio wealth divided by compounded FLEX 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…
10y analysis · Full analysis span regression · 6 months rolling