+15.9%
ABNB vs FLR
+199.2%
-183.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.2% | -0.5% |
| 7D | -9.5% | -6.9% | -2.6% | -7.7% |
| 30D | -9.4% | +1.1% | -10.5% | -9.9% |
| 3M | +29.9% | +14.3% | +15.5% | +23.8% |
| 6M | +26.6% | +19.1% | +7.5% | +17.8% |
| YTD | +23.5% | +35.1% | -11.6% | +10.4% |
| 1Y | +35.8% | +29.5% | +6.4% | +21.9% |
| 3Y | +15.0% | +53.0% | -38.0% | -7.7% |
| 5Y | +1.5% | +238.9% | -237.4% | -33.5% |
| All | +15.9% | +199.2% | -183.3% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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