+21.7%
STM vs ABNB
+30.7%
-9.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +2.7% |
| 7D | +5.8% | -4.0% | +9.7% | +7.6% |
| 30D | -1.0% | +19.3% | -20.3% | -10.0% |
| 3M | -33.3% | +36.1% | -69.3% | -43.6% |
| 6M | +57.4% | +34.2% | +23.1% | +33.2% |
| YTD | +102.2% | +34.1% | +68.1% | +70.5% |
| 1Y | +99.6% | +45.1% | +54.5% | +61.1% |
| All | +21.7% | +30.7% | -9.0% | +0.2% |
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 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