+56.8%
ABNB vs STRL
+341.0%
-284.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.1% | +6.2% | +3.3% |
| 7D | -1.7% | +15.7% | -17.3% | -2.7% |
| 30D | +11.8% | -35.5% | +47.3% | +14.6% |
| 3M | +0.9% | -47.1% | +48.0% | +4.7% |
| 6M | +40.5% | -65.8% | +106.2% | +50.1% |
| YTD | +37.6% | -4.5% | +42.1% | +24.0% |
| 1Y | +54.1% | -10.5% | +64.6% | +39.6% |
| 3Y | +56.8% | +340.6% | -283.9% | -8.6% |
| All | +56.8% | +341.0% | -284.3% | -8.6% |
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 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