+365.7%
ALAB vs CHTR
-50.8%
+416.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -4.1% | -2.8% | -7.1% |
| 7D | +3.2% | -0.3% | +3.5% | +3.2% |
| 30D | -13.6% | -4.5% | -9.1% | -13.6% |
| 3M | -16.6% | +10.2% | -26.8% | -16.1% |
| 6M | +142.3% | -37.2% | +179.6% | +143.3% |
| YTD | +73.6% | -30.2% | +103.8% | +74.5% |
| 1Y | +33.7% | -44.8% | +78.4% | +37.3% |
| All | +365.7% | -50.8% | +416.5% | +477.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling