+400.4%
ALAB vs CHTR
-48.7%
+449.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.4% | +9.3% | +9.8% |
| 7D | +7.2% | -1.1% | +8.3% | +7.2% |
| 30D | -2.5% | -0.8% | -1.8% | -2.4% |
| 3M | -13.3% | +17.8% | -31.1% | -12.7% |
| 6M | +172.8% | -34.5% | +207.3% | +174.3% |
| YTD | +86.6% | -27.2% | +113.8% | +87.8% |
| 1Y | +65.2% | -41.4% | +106.6% | +69.6% |
| All | +400.4% | -48.7% | +449.1% | +521.8% |
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 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