-80.3%
FIG vs ABNB
+29.5%
-109.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -4.1% | -1.6% | -3.2% |
| 7D | -16.4% | -4.4% | -12.0% | -14.0% |
| 30D | -2.3% | -2.0% | -0.3% | -1.1% |
| 3M | +7.8% | +29.8% | -22.0% | -10.5% |
| 6M | -21.8% | +31.0% | -52.9% | -35.3% |
| YTD | -39.1% | +28.6% | -67.7% | -49.9% |
| 1Y | -56.6% | +40.1% | -96.7% | -65.7% |
| All | -80.3% | +29.5% | -109.8% | -84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ABNB.
Daily Out/Under-Performance
Portfolio return minus ABNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABNB 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 ABNB 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