+38.3%
ABNB vs CHTR
-44.4%
+82.7%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.7% | -2.2% | +1.2% |
| 7D | -6.5% | -4.1% | -2.4% | -6.1% |
| 30D | -5.5% | -3.0% | -2.5% | -5.3% |
| 3M | +30.0% | +4.8% | +25.3% | +29.0% |
| 6M | +27.6% | -35.0% | +62.6% | +28.7% |
| YTD | +25.4% | -30.2% | +55.6% | +25.7% |
| 1Y | +38.3% | -44.8% | +83.1% | +41.8% |
| All | +38.3% | -44.4% | +82.7% | +41.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling