+20.6%
ABNB vs FTI
+1,024.2%
-1,003.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.0% | -3.6% |
| 7D | -4.4% | -0.2% | -4.2% | -4.3% |
| 30D | -2.0% | +12.3% | -14.3% | -4.6% |
| 3M | +29.8% | +13.8% | +16.1% | +25.3% |
| 6M | +31.0% | +24.3% | +6.7% | +23.1% |
| YTD | +28.6% | +75.8% | -47.2% | +10.6% |
| 1Y | +40.1% | +99.6% | -59.6% | +16.3% |
| 3Y | +19.7% | +278.4% | -258.7% | -16.6% |
| 5Y | +6.5% | +1,168.7% | -1,162.2% | -45.1% |
| All | +20.6% | +1,024.2% | -1,003.6% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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