+144.1%
FTNT vs ABNB
+14.7%
+129.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.3% |
| 7D | +1.6% | -9.5% | +11.1% | +3.7% |
| 30D | -1.9% | -9.4% | +7.5% | 0.0% |
| 3M | +14.4% | +29.9% | -15.5% | +6.5% |
| 6M | +88.7% | +26.6% | +62.1% | +76.4% |
| YTD | +100.0% | +23.5% | +76.5% | +87.9% |
| 1Y | +99.9% | +35.8% | +64.0% | +83.5% |
| All | +144.1% | +14.7% | +129.5% | +151.2% |
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