+43.9%
ABNB vs FPS
+24.3%
+19.7%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.1% | -7.1% | -4.1% |
| 7D | -4.4% | +10.4% | -14.8% | -4.7% |
| 30D | -2.0% | -16.5% | +14.6% | -1.4% |
| 3M | +29.8% | -45.5% | +75.4% | +34.3% |
| 6M | +31.0% | +2.1% | +28.9% | +25.4% |
| All | +43.9% | +24.3% | +19.7% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 FPS 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