+53.1%
STM vs ABNB
+19.5%
+33.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | +1.0% |
| 7D | +5.2% | -4.4% | +9.6% | +6.9% |
| 30D | -7.4% | -2.0% | -5.4% | -7.1% |
| 3M | -30.6% | +29.8% | -60.5% | -38.1% |
| 6M | +66.4% | +31.0% | +35.4% | +47.5% |
| YTD | +101.1% | +28.6% | +72.5% | +79.1% |
| 1Y | +97.4% | +40.1% | +57.3% | +69.9% |
| 3Y | +21.1% | +19.7% | +1.4% | +7.9% |
| 5Y | +22.5% | +6.5% | +16.0% | +5.5% |
| All | +53.1% | +19.5% | +33.5% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ABNB.
Daily Out/Under-Performance
Portfolio return minus ABNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABNB 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 ABNB 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