+25.7%
ABNB vs STT
+221.5%
-195.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.9% |
| 7D | -4.0% | +0.5% | -4.4% | -4.2% |
| 30D | +19.3% | +3.9% | +15.5% | +16.8% |
| 3M | +36.1% | +20.0% | +16.1% | +23.0% |
| 6M | +34.2% | +55.3% | -21.1% | +5.7% |
| YTD | +34.1% | +53.3% | -19.3% | +6.1% |
| 1Y | +45.1% | +74.7% | -29.6% | +6.9% |
| 3Y | +37.1% | +205.8% | -168.7% | -25.0% |
| 5Y | +15.2% | +145.0% | -129.8% | -35.2% |
| All | +25.7% | +221.5% | -195.8% | -21.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling