+64.5%
ABNB vs STZ
-37.0%
+101.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.8% | +13.5% | +12.0% |
| 7D | +15.6% | +4.9% | +10.7% | +14.7% |
| 30D | +18.3% | +20.9% | -2.6% | +14.9% |
| 3M | +25.3% | +8.0% | +17.3% | +23.8% |
| 6M | +35.8% | -5.3% | +41.1% | +35.9% |
| YTD | +40.0% | +5.9% | +34.1% | +36.1% |
| 1Y | +57.6% | +14.2% | +43.4% | +50.9% |
| All | +64.5% | -37.0% | +101.5% | +65.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling