+100.1%
MO vs ABNB
+0.4%
+99.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.3% |
| 7D | -1.0% | -9.5% | +8.5% | -0.8% |
| 30D | +5.8% | -9.4% | +15.2% | +6.0% |
| 3M | -4.5% | +29.9% | -34.4% | -4.9% |
| 6M | +5.7% | +26.6% | -20.9% | +5.4% |
| YTD | +23.1% | +23.5% | -0.4% | +22.7% |
| 1Y | +10.9% | +35.8% | -24.9% | +10.2% |
| 3Y | +96.1% | +15.0% | +81.2% | +94.8% |
| 5Y | +100.1% | +1.5% | +98.6% | +93.0% |
| All | +100.1% | +0.4% | +99.7% | +93.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling