+872.4%
STX vs ABNB
+27.9%
+844.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.1% | -6.2% | -3.7% |
| 7D | +14.6% | -1.7% | +16.3% | +14.9% |
| 30D | -26.0% | +11.8% | -37.8% | -28.0% |
| 3M | -42.6% | +0.9% | -43.5% | -43.2% |
| 6M | -35.3% | +40.5% | -75.7% | -41.6% |
| YTD | +92.5% | +37.6% | +54.8% | +73.9% |
| 1Y | +102.4% | +54.1% | +48.3% | +77.5% |
| 3Y | +673.8% | +56.8% | +617.1% | +562.4% |
| 5Y | +463.1% | -9.6% | +472.6% | +396.8% |
| All | +872.4% | +27.9% | +844.5% | +736.5% |
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