+504.9%
ABBV vs CHTR
-44.7%
+549.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | +0.2% |
| 7D | +0.3% | -4.1% | +4.3% | +0.9% |
| 30D | +3.4% | -3.0% | +6.3% | +3.6% |
| 3M | +15.2% | +4.8% | +10.4% | +13.6% |
| 6M | +14.7% | -35.0% | +49.7% | +21.1% |
| YTD | +15.2% | -30.2% | +45.4% | +19.6% |
| 1Y | +20.4% | -44.8% | +65.1% | +30.4% |
| 3Y | +91.3% | -66.6% | +157.9% | +122.8% |
| 5Y | +189.6% | -81.5% | +271.0% | +290.5% |
| All | +504.9% | -44.7% | +549.6% | +490.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling