+268.9%
AMAT vs CHTR
-81.8%
+350.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.1% | +8.1% | +4.5% |
| 7D | +7.0% | -0.3% | +7.3% | +6.9% |
| 30D | -12.2% | -4.5% | -7.7% | -12.0% |
| 3M | -3.8% | +10.2% | -14.1% | -6.2% |
| 6M | +45.9% | -37.2% | +83.2% | +55.2% |
| YTD | +84.6% | -30.2% | +114.8% | +90.2% |
| 1Y | +193.4% | -44.8% | +238.1% | +220.5% |
| 3Y | +228.1% | -65.5% | +293.6% | +298.2% |
| 5Y | +268.9% | -81.8% | +350.7% | +387.1% |
| All | +268.9% | -81.8% | +350.7% | +387.1% |
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