+1,149.0%
ABBV vs CHTR
+81.4%
+1,067.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.0% | -3.4% | +0.7% |
| 7D | -2.0% | -7.1% | +5.1% | -0.7% |
| 30D | +2.0% | -10.9% | +12.8% | +3.8% |
| 3M | +14.2% | +2.0% | +12.2% | +12.9% |
| 6M | +14.1% | -35.9% | +50.0% | +21.4% |
| YTD | +14.2% | -32.7% | +46.9% | +19.9% |
| 1Y | +24.2% | -46.6% | +70.8% | +36.4% |
| 3Y | +89.8% | -66.7% | +156.5% | +123.4% |
| 5Y | +187.2% | -82.1% | +269.3% | +290.4% |
| 10Y | +506.7% | -46.8% | +553.5% | +492.4% |
| All | +1,149.0% | +81.4% | +1,067.7% | +908.4% |
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 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