+17.2%
ABNB vs STZ
-35.3%
+52.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.3% | -3.0% |
| 7D | -7.4% | -6.0% | -1.4% | -5.6% |
| 30D | -8.2% | -8.9% | +0.7% | -5.5% |
| 3M | +29.1% | -12.6% | +41.7% | +34.2% |
| 6M | +26.6% | -17.2% | +43.8% | +33.0% |
| YTD | +25.0% | -10.0% | +35.0% | +25.9% |
| 1Y | +37.0% | -14.3% | +51.3% | +40.2% |
| 3Y | +16.3% | -49.9% | +66.2% | +45.1% |
| 5Y | +2.2% | -38.2% | +40.4% | +17.5% |
| All | +17.2% | -35.3% | +52.5% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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