+158.5%
AAL vs CHTR
+282.5%
-124.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.1% | +8.4% | +3.0% |
| 7D | -1.3% | -15.8% | +14.5% | +4.5% |
| 30D | -13.7% | -12.7% | -1.1% | -10.1% |
| 3M | -8.2% | -1.1% | -7.1% | -9.1% |
| 6M | +13.1% | -39.9% | +53.0% | +29.2% |
| YTD | -15.6% | -35.9% | +20.3% | -6.4% |
| 1Y | +1.4% | -49.2% | +50.6% | +22.5% |
| 3Y | -7.4% | -68.3% | +60.9% | +27.6% |
| 5Y | -35.9% | -83.0% | +47.0% | +9.4% |
| 10Y | -65.1% | -49.3% | -15.8% | -63.0% |
| All | +158.5% | +282.5% | -124.1% | +29.7% |
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