+2.2%
ABNB vs FLR
+245.1%
-242.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.2% | +0.3% | -1.8% |
| 7D | -7.4% | -3.1% | -4.3% | -6.5% |
| 30D | -8.2% | +4.9% | -13.1% | -9.8% |
| 3M | +29.1% | +10.8% | +18.3% | +23.6% |
| 6M | +26.6% | +19.7% | +6.9% | +16.5% |
| YTD | +25.0% | +38.4% | -13.4% | +9.2% |
| 1Y | +37.0% | +34.7% | +2.3% | +19.5% |
| 3Y | +16.3% | +56.7% | -40.3% | -12.3% |
| 5Y | +2.2% | +241.6% | -239.4% | -43.7% |
| All | +2.2% | +245.1% | -242.9% | -43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling