+4.9%
STM vs ABNB
+54.2%
-49.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +11.7% | -7.2% | -0.6% |
| 7D | -10.7% | +15.6% | -26.3% | -16.4% |
| 30D | -25.7% | +18.3% | -44.0% | -31.4% |
| 3M | -21.6% | +25.3% | -46.9% | -30.8% |
| 6M | -27.8% | +35.8% | -63.6% | -39.6% |
| YTD | +61.8% | +40.0% | +21.8% | +32.3% |
| 1Y | +78.1% | +57.6% | +20.5% | +36.2% |
| 3Y | +4.9% | +60.8% | -55.9% | -23.4% |
| All | +4.9% | +54.2% | -49.3% | -23.4% |
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