+23.1%
STM vs ABNB
+30.1%
-7.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +11.7% | -7.2% | +0.2% |
| 7D | -10.7% | +15.6% | -26.3% | -15.5% |
| 30D | -25.7% | +18.3% | -44.0% | -30.5% |
| 3M | -21.6% | +25.3% | -46.9% | -29.1% |
| 6M | -27.8% | +35.8% | -63.6% | -37.2% |
| YTD | +61.8% | +40.0% | +21.8% | +38.7% |
| 1Y | +78.1% | +57.6% | +20.5% | +45.8% |
| 3Y | +4.9% | +60.8% | -55.9% | -15.9% |
| 5Y | -14.3% | -5.8% | -8.5% | -27.2% |
| All | +23.1% | +30.1% | -7.0% | +4.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling