+17.2%
ABNB vs STLA
-48.6%
+65.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -1.0% | -2.1% |
| 7D | -7.4% | +0.4% | -7.8% | -7.6% |
| 30D | -8.2% | -5.2% | -3.0% | -6.5% |
| 3M | +29.1% | -24.9% | +54.0% | +42.7% |
| 6M | +26.6% | -25.2% | +51.7% | +38.9% |
| YTD | +25.0% | -51.4% | +76.4% | +59.5% |
| 1Y | +37.0% | -40.7% | +77.7% | +56.6% |
| 3Y | +16.3% | -66.3% | +82.6% | +62.3% |
| 5Y | +2.2% | -63.2% | +65.4% | +24.9% |
| All | +17.2% | -48.6% | +65.8% | +29.3% |
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