+25.7%
ABNB vs FLR
+213.7%
-188.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.1% |
| 7D | -4.0% | +5.4% | -9.4% | -5.4% |
| 30D | +19.3% | +11.4% | +7.9% | +15.4% |
| 3M | +36.1% | +11.4% | +24.7% | +30.6% |
| 6M | +34.2% | +16.6% | +17.6% | +25.7% |
| YTD | +34.1% | +41.7% | -7.7% | +18.2% |
| 1Y | +45.1% | +35.4% | +9.7% | +28.6% |
| 3Y | +37.1% | +57.3% | -20.2% | +9.3% |
| 5Y | +15.2% | +241.0% | -225.8% | -25.0% |
| All | +25.7% | +213.7% | -188.0% | -16.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling