+1,529.4%
STX vs ABNB
+16.2%
+1,513.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.8% | -1.4% |
| 7D | +9.6% | -7.4% | +17.0% | +11.3% |
| 30D | +10.6% | -8.2% | +18.8% | +12.3% |
| 3M | +4.8% | +29.1% | -24.4% | -3.2% |
| 6M | +137.3% | +26.6% | +110.7% | +119.9% |
| YTD | +222.5% | +25.0% | +197.5% | +199.2% |
| 1Y | +366.2% | +37.0% | +329.2% | +321.4% |
| 3Y | +1,352.9% | +16.3% | +1,336.6% | +1,235.5% |
| 5Y | +1,077.4% | +2.2% | +1,075.3% | +939.1% |
| All | +1,529.4% | +16.2% | +1,513.2% | +1,339.4% |
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 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