+152.9%
FTNT vs ABNB
+58.9%
+94.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.1% | -4.9% | -2.4% |
| 7D | +7.1% | -1.7% | +8.7% | +7.3% |
| 30D | -30.9% | +11.8% | -42.7% | -32.6% |
| 3M | -23.1% | +0.9% | -24.0% | -23.5% |
| 6M | +8.1% | +40.5% | -32.4% | -1.8% |
| YTD | +60.2% | +37.6% | +22.6% | +45.8% |
| 1Y | +57.0% | +54.1% | +2.9% | +38.7% |
| 3Y | +152.9% | +56.8% | +96.2% | +128.8% |
| All | +152.9% | +58.9% | +94.0% | +128.8% |
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