+25.2%
ABNB vs STLA
-62.5%
+87.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.1% | +6.1% | +2.2% |
| 7D | +6.5% | -13.1% | +19.5% | +11.9% |
| 30D | +9.4% | -13.3% | +22.6% | +14.6% |
| 3M | +0.6% | -27.9% | +28.4% | +12.1% |
| 6M | +33.7% | -47.8% | +81.5% | +67.0% |
| YTD | +33.5% | -64.6% | +98.0% | +89.4% |
| 1Y | +48.8% | -64.0% | +112.8% | +108.9% |
| 3Y | +53.3% | -76.8% | +130.1% | +147.0% |
| 5Y | -12.3% | -74.2% | +61.9% | +20.5% |
| All | +25.2% | -62.5% | +87.6% | +53.6% |
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