+147.1%
AMAT vs CHTR
-79.9%
+227.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.3% | -7.1% | -3.1% |
| 7D | +11.4% | +17.2% | -5.9% | +9.7% |
| 30D | -17.0% | +31.6% | -48.7% | -19.5% |
| 3M | -30.6% | -11.6% | -19.0% | -29.6% |
| 6M | -14.9% | -3.3% | -11.7% | -15.5% |
| YTD | +44.7% | -33.7% | +78.4% | +50.1% |
| 1Y | +66.9% | -32.4% | +99.3% | +72.1% |
| 3Y | +153.3% | -65.9% | +219.2% | +206.4% |
| All | +147.1% | -79.9% | +227.0% | +219.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling