+20.6%
ABNB vs STT
+217.6%
-197.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.8% | -3.4% |
| 7D | -4.4% | +2.2% | -6.6% | -5.4% |
| 30D | -2.0% | +3.9% | -5.9% | -4.0% |
| 3M | +29.8% | +19.2% | +10.7% | +17.8% |
| 6M | +31.0% | +60.4% | -29.4% | +1.4% |
| YTD | +28.6% | +51.5% | -22.9% | +2.4% |
| 1Y | +40.1% | +76.3% | -36.2% | +2.7% |
| 3Y | +19.7% | +200.7% | -181.1% | -34.0% |
| 5Y | +6.5% | +157.5% | -151.0% | -39.6% |
| All | +20.6% | +217.6% | -197.0% | -24.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling