+17.2%
ABNB vs STT
+217.6%
-200.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -7.4% | +1.0% | -8.4% | -7.9% |
| 30D | -8.2% | +2.8% | -11.0% | -9.6% |
| 3M | +29.1% | +18.1% | +11.0% | +17.7% |
| 6M | +26.6% | +59.2% | -32.7% | -1.7% |
| YTD | +25.0% | +51.5% | -26.5% | -0.4% |
| 1Y | +37.0% | +75.7% | -38.7% | +0.6% |
| 3Y | +16.3% | +200.8% | -184.4% | -35.8% |
| 5Y | +2.2% | +155.8% | -153.6% | -42.0% |
| All | +17.2% | +217.6% | -200.4% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded STT 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling