+197.1%
ABT vs CHTR
-44.7%
+241.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.7% | -5.1% | -2.1% |
| 7D | -5.9% | -4.1% | -1.8% | -5.2% |
| 30D | -8.1% | -3.0% | -5.1% | -7.8% |
| 3M | +14.5% | +4.8% | +9.8% | +12.5% |
| 6M | -6.3% | -35.0% | +28.7% | +0.2% |
| YTD | -17.1% | -30.2% | +13.1% | -13.2% |
| 1Y | -21.4% | -44.8% | +23.4% | -13.3% |
| 3Y | +5.9% | -66.6% | +72.5% | +27.5% |
| 5Y | -12.8% | -81.5% | +68.7% | +24.1% |
| All | +197.1% | -44.7% | +241.9% | +209.4% |
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 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