+108.2%
SLV vs ABNB
+28.0%
+80.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.7% | -3.3% |
| 7D | +3.7% | +11.9% | -8.3% | +2.5% |
| 30D | -15.2% | +12.7% | -27.8% | -16.2% |
| 3M | -21.8% | +1.2% | -23.0% | -22.0% |
| 6M | -36.3% | +32.1% | -68.4% | -38.2% |
| YTD | -27.8% | +37.7% | -65.6% | -30.3% |
| 1Y | +1.5% | +55.5% | -54.0% | -2.8% |
| 3Y | +128.5% | +58.2% | +70.3% | +116.5% |
| 5Y | +103.2% | -2.8% | +106.0% | +91.8% |
| All | +108.2% | +28.0% | +80.2% | +91.1% |
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