+25.0%
ALAB vs CHTR
-44.4%
+69.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.7% | -1.4% | +3.0% |
| 7D | -6.2% | -4.1% | -2.1% | -6.7% |
| 30D | -8.7% | -3.0% | -5.7% | -8.6% |
| 3M | -20.7% | +4.8% | -25.5% | -19.0% |
| 6M | +133.5% | -35.0% | +168.5% | +121.2% |
| YTD | +75.1% | -30.2% | +105.2% | +77.6% |
| 1Y | +25.0% | -44.8% | +69.8% | +17.1% |
| All | +25.0% | -44.4% | +69.4% | +17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling