+4,070.3%
AMAT vs CHTR
+334.3%
+3,736.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.9% | +4.2% |
| 7D | -1.5% | -1.1% | -0.4% | -1.4% |
| 30D | -14.8% | -0.8% | -14.0% | -15.3% |
| 3M | -9.3% | +17.8% | -27.0% | -15.2% |
| 6M | +27.4% | -34.5% | +61.9% | +38.0% |
| YTD | +77.6% | -27.2% | +104.8% | +83.8% |
| 1Y | +188.9% | -41.4% | +230.4% | +221.0% |
| 3Y | +202.3% | -64.0% | +266.3% | +277.2% |
| 5Y | +248.9% | -81.3% | +330.2% | +448.9% |
| 10Y | +1,585.2% | -44.1% | +1,629.3% | +1,666.2% |
| All | +4,070.3% | +334.3% | +3,736.1% | +1,856.7% |
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