+176.3%
SLB vs ABNB
+19.5%
+156.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | 0.0% |
| 7D | +0.4% | -4.4% | +4.8% | +1.2% |
| 30D | +13.6% | -2.0% | +15.6% | +13.9% |
| 3M | +1.5% | +29.8% | -28.3% | -4.0% |
| 6M | +23.0% | +31.0% | -8.0% | +15.9% |
| YTD | +51.2% | +28.6% | +22.6% | +42.7% |
| 1Y | +63.5% | +40.1% | +23.4% | +51.6% |
| 3Y | +2.5% | +19.7% | -17.2% | -4.0% |
| 5Y | +139.2% | +6.5% | +132.7% | +119.0% |
| All | +176.3% | +19.5% | +156.8% | +152.3% |
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