+25.7%
ABNB vs STLA
-45.9%
+71.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -2.3% |
| 7D | -4.0% | +2.6% | -6.5% | -5.0% |
| 30D | +19.3% | -1.2% | +20.6% | +19.5% |
| 3M | +36.1% | -24.8% | +60.8% | +50.2% |
| 6M | +34.2% | -25.6% | +59.8% | +47.6% |
| YTD | +34.1% | -48.9% | +83.0% | +67.8% |
| 1Y | +45.1% | -38.8% | +83.9% | +64.1% |
| 3Y | +37.1% | -64.5% | +101.7% | +87.7% |
| 5Y | +15.2% | -62.4% | +77.6% | +39.0% |
| All | +25.7% | -45.9% | +71.7% | +36.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling