+16.7%
STM vs ABNB
+58.9%
-42.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.5% | -0.7% |
| 7D | +12.0% | -1.7% | +13.7% | +12.7% |
| 30D | -0.4% | +11.8% | -12.2% | -5.6% |
| 3M | -13.2% | +0.9% | -14.1% | -14.5% |
| 6M | -26.1% | +40.5% | -66.5% | -39.4% |
| YTD | +81.2% | +37.6% | +43.6% | +49.0% |
| 1Y | +98.3% | +54.1% | +44.2% | +53.0% |
| 3Y | +16.7% | +56.8% | -40.0% | -13.9% |
| All | +16.7% | +58.9% | -42.2% | -13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling