+25.2%
ABNB vs STRL
+1,733.4%
-1,708.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | +6.5% | +23.4% | -17.0% | +3.5% |
| 30D | +9.4% | -39.5% | +48.9% | +15.6% |
| 3M | +0.6% | -45.1% | +45.6% | +7.1% |
| 6M | +33.7% | -64.6% | +98.3% | +49.3% |
| YTD | +33.5% | -1.5% | +35.0% | +17.3% |
| 1Y | +48.8% | -20.8% | +69.6% | +36.1% |
| 3Y | +53.3% | +353.1% | -299.8% | -17.5% |
| 5Y | -12.3% | +942.9% | -955.2% | -66.9% |
| All | +25.2% | +1,733.4% | -1,708.3% | -51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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