+1,370.8%
AMAT vs CHTR
-50.6%
+1,421.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.6% | -10.1% | -1.8% |
| 7D | -2.5% | +17.8% | -20.3% | -6.5% |
| 30D | -26.5% | +29.7% | -56.2% | -31.5% |
| 3M | -28.6% | -12.5% | -16.0% | -27.4% |
| 6M | -14.2% | -13.4% | -0.8% | -13.8% |
| YTD | +45.5% | -35.8% | +81.3% | +53.7% |
| 1Y | +59.3% | -36.3% | +95.6% | +68.7% |
| 3Y | +153.1% | -67.3% | +220.4% | +224.4% |
| 5Y | +158.2% | -80.9% | +239.0% | +315.4% |
| 10Y | +1,370.8% | -50.5% | +1,421.3% | +1,538.2% |
| All | +1,370.8% | -50.6% | +1,421.4% | +1,538.2% |
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