+172.0%
SLV vs ABNB
+16.2%
+155.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.8% | +5.1% | +2.5% |
| 7D | +2.8% | -7.4% | +10.2% | +3.5% |
| 30D | +2.2% | -8.2% | +10.4% | +2.9% |
| 3M | +2.9% | +29.1% | -26.2% | +0.3% |
| 6M | -22.4% | +26.6% | -49.0% | -24.3% |
| YTD | -5.7% | +25.0% | -30.7% | -8.0% |
| 1Y | +63.3% | +37.0% | +26.3% | +58.2% |
| 3Y | +189.0% | +16.3% | +172.7% | +180.3% |
| 5Y | +172.7% | +2.2% | +170.5% | +158.8% |
| All | +172.0% | +16.2% | +155.9% | +152.1% |
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