+115.7%
SLV vs ABNB
+30.3%
+85.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.6% | +2.7% |
| 7D | +5.6% | +11.2% | -5.6% | +4.5% |
| 30D | -12.1% | +14.7% | -26.8% | -13.3% |
| 3M | -16.3% | +6.9% | -23.1% | -17.0% |
| 6M | -34.1% | +34.5% | -68.6% | -36.1% |
| YTD | -25.3% | +40.2% | -65.5% | -27.9% |
| 1Y | +9.6% | +57.4% | -47.8% | +4.8% |
| 3Y | +132.7% | +64.7% | +67.9% | +119.7% |
| 5Y | +113.7% | -2.3% | +115.9% | +101.4% |
| All | +115.7% | +30.3% | +85.3% | +97.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling