+29.2%
ABNB vs STLA
-58.6%
+87.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.6% | +1.8% | -0.5% |
| 7D | +11.9% | -4.9% | +16.9% | +14.1% |
| 30D | +12.7% | -4.9% | +17.6% | +14.2% |
| 3M | +1.2% | -23.7% | +24.8% | +10.6% |
| 6M | +32.1% | -45.0% | +77.1% | +62.2% |
| YTD | +37.7% | -60.9% | +98.6% | +88.7% |
| 1Y | +55.5% | -58.9% | +114.4% | +107.5% |
| 3Y | +58.2% | -74.4% | +132.6% | +146.1% |
| 5Y | -2.8% | -71.5% | +68.8% | +29.1% |
| All | +29.2% | -58.6% | +87.7% | +53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling