+56.8%
ABNB vs FLR
+35.7%
+21.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.2% | +3.4% |
| 7D | -1.7% | +5.4% | -7.1% | -3.0% |
| 30D | +11.8% | +2.8% | +9.0% | +10.8% |
| 3M | +0.9% | -6.4% | +7.3% | +1.9% |
| 6M | +40.5% | +8.8% | +31.7% | +35.3% |
| YTD | +37.6% | +23.6% | +14.0% | +26.3% |
| 1Y | +54.1% | +13.8% | +40.3% | +44.4% |
| 3Y | +56.8% | +36.5% | +20.3% | +18.7% |
| All | +56.8% | +35.7% | +21.1% | +18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling