+27.0%
ABNB vs STRL
+509.6%
-482.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.8% | -7.5% | -2.3% |
| 7D | -4.0% | +3.4% | -7.3% | -4.2% |
| 30D | +19.3% | -9.2% | +28.6% | +20.1% |
| 3M | +36.1% | -51.0% | +87.1% | +44.4% |
| 6M | +34.2% | +15.8% | +18.5% | +24.6% |
| YTD | +34.1% | +58.9% | -24.8% | +17.6% |
| 1Y | +45.1% | +68.5% | -23.4% | +23.7% |
| All | +27.0% | +509.6% | -482.6% | -21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling