+42.7%
ABNB vs FRMI
-77.3%
+120.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +11.5% | -15.6% | -4.0% |
| 7D | -4.4% | +23.3% | -27.7% | -4.3% |
| 30D | -2.0% | -7.6% | +5.6% | -2.0% |
| 3M | +29.8% | +0.2% | +29.7% | +29.6% |
| 6M | +31.0% | -28.7% | +59.7% | +30.8% |
| YTD | +28.6% | -28.6% | +57.2% | +29.2% |
| All | +42.7% | -77.3% | +120.0% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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