+29.1%
ABNB vs STLA
-62.9%
+91.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.2% | +3.5% |
| 7D | -1.7% | -13.8% | +12.1% | +3.7% |
| 30D | +11.8% | -10.5% | +22.3% | +15.8% |
| 3M | +0.9% | -28.9% | +29.8% | +13.0% |
| 6M | +40.5% | -49.7% | +90.2% | +78.1% |
| YTD | +37.6% | -64.9% | +102.5% | +96.1% |
| 1Y | +54.1% | -64.0% | +118.2% | +116.2% |
| 3Y | +56.8% | -77.4% | +134.2% | +155.7% |
| 5Y | -9.6% | -74.4% | +64.9% | +24.8% |
| All | +29.1% | -62.9% | +91.9% | +59.0% |
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