+384.5%
ALAB vs CHTR
-54.8%
+439.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -8.1% | +12.2% | +3.7% |
| 7D | +9.6% | -15.8% | +25.4% | +9.0% |
| 30D | -5.3% | -12.7% | +7.4% | -5.6% |
| 3M | -12.0% | -1.1% | -11.0% | -11.9% |
| 6M | +145.7% | -39.9% | +185.6% | +145.3% |
| YTD | +80.7% | -35.9% | +116.5% | +81.1% |
| 1Y | +40.1% | -49.2% | +89.3% | +43.5% |
| All | +384.5% | -54.8% | +439.3% | +499.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling