+1,707.5%
AMAT vs CHTR
-49.7%
+1,757.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.1% | +7.3% | +1.2% |
| 7D | +6.9% | -15.8% | +22.7% | +11.5% |
| 30D | -10.1% | -12.7% | +2.5% | -7.7% |
| 3M | -6.0% | -1.1% | -4.9% | -7.8% |
| 6M | +38.6% | -39.9% | +78.6% | +53.2% |
| YTD | +83.1% | -35.9% | +119.0% | +95.4% |
| 1Y | +188.3% | -49.2% | +237.5% | +233.4% |
| 3Y | +225.3% | -68.3% | +293.6% | +325.3% |
| 5Y | +262.0% | -83.0% | +344.9% | +521.1% |
| 10Y | +1,707.5% | -49.3% | +1,756.8% | +1,872.6% |
| All | +1,707.5% | -49.7% | +1,757.2% | +1,872.6% |
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