+4.6%
ABNB vs CHTR
-82.3%
+86.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.0% | -6.1% | -2.4% |
| 7D | -9.5% | -7.1% | -2.4% | -7.8% |
| 30D | -9.4% | -10.9% | +1.5% | -6.9% |
| 3M | +29.9% | +2.0% | +27.9% | +27.8% |
| 6M | +26.6% | -35.9% | +62.5% | +38.0% |
| YTD | +23.5% | -32.7% | +56.2% | +31.7% |
| 1Y | +35.8% | -46.6% | +82.4% | +55.6% |
| 3Y | +15.0% | -66.7% | +81.7% | +49.2% |
| All | +4.6% | -82.3% | +86.9% | +55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling