+143.8%
SLB vs ABNB
+30.3%
+113.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.8% | +0.9% |
| 7D | -3.7% | +11.2% | -14.9% | -5.6% |
| 30D | +2.9% | +14.7% | -11.8% | +0.2% |
| 3M | +0.2% | +6.9% | -6.6% | -1.4% |
| 6M | -4.4% | +34.5% | -38.9% | -10.5% |
| YTD | +33.4% | +40.2% | -6.8% | +23.6% |
| 1Y | +40.8% | +57.4% | -16.6% | +27.4% |
| 3Y | +3.2% | +64.7% | -61.5% | -8.4% |
| 5Y | +64.8% | -2.3% | +67.1% | +49.7% |
| All | +143.8% | +30.3% | +113.5% | +118.5% |
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