+3,523.4%
AMAT vs CHTR
+289.5%
+3,234.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.7% | +4.4% | +5.6% |
| 7D | +7.0% | +13.4% | -6.4% | +3.2% |
| 30D | -20.6% | +33.0% | -53.6% | -26.9% |
| 3M | -24.8% | -13.6% | -11.2% | -23.3% |
| 6M | -10.7% | -7.8% | -3.0% | -12.1% |
| YTD | +54.3% | -34.7% | +89.0% | +62.2% |
| 1Y | +73.7% | -34.8% | +108.6% | +82.6% |
| 3Y | +168.4% | -66.7% | +235.2% | +237.5% |
| 5Y | +167.6% | -80.4% | +247.9% | +302.4% |
| 10Y | +1,425.2% | -50.0% | +1,475.2% | +1,526.8% |
| All | +3,523.4% | +289.5% | +3,234.0% | +1,627.0% |
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