-8.8%
AAL vs CHTR
-66.9%
+58.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.0% | -5.7% | -1.8% |
| 7D | -0.9% | -7.1% | +6.2% | +0.6% |
| 30D | -16.0% | -10.9% | -5.1% | -14.0% |
| 3M | -4.2% | +2.0% | -6.3% | -5.5% |
| 6M | +15.7% | -35.9% | +51.6% | +24.0% |
| YTD | -16.2% | -32.7% | +16.5% | -11.8% |
| 1Y | +0.2% | -46.6% | +46.8% | +12.7% |
| All | -8.8% | -66.9% | +58.1% | +13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling