+17.6%
ABNB vs CHTR
-77.4%
+95.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.7% | -2.2% | +0.6% |
| 7D | -6.5% | -4.1% | -2.4% | -5.6% |
| 30D | -5.5% | -3.0% | -2.5% | -5.1% |
| 3M | +30.0% | +4.8% | +25.3% | +27.3% |
| 6M | +27.6% | -35.0% | +62.6% | +38.1% |
| YTD | +25.4% | -30.2% | +55.6% | +32.1% |
| 1Y | +38.3% | -44.8% | +83.1% | +55.8% |
| 3Y | +15.5% | -66.6% | +82.1% | +47.4% |
| 5Y | +3.0% | -81.5% | +84.5% | +35.3% |
| All | +17.6% | -77.4% | +95.0% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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