+17.2%
ABNB vs CHTR
-79.2%
+96.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -8.1% | +5.3% | -0.8% |
| 7D | -7.4% | -15.8% | +8.3% | -3.6% |
| 30D | -8.2% | -12.7% | +4.5% | -5.3% |
| 3M | +29.1% | -1.1% | +30.2% | +28.2% |
| 6M | +26.6% | -39.9% | +66.5% | +39.6% |
| YTD | +25.0% | -35.9% | +60.8% | +34.5% |
| 1Y | +37.0% | -49.2% | +86.2% | +57.6% |
| 3Y | +16.3% | -68.3% | +84.6% | +49.8% |
| 5Y | +2.2% | -83.0% | +85.1% | +37.1% |
| All | +17.2% | -79.2% | +96.4% | +63.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling