+3,393.8%
AMAT vs CHTR
+279.0%
+3,114.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.7% | -0.9% | -2.9% |
| 7D | +19.3% | +5.4% | +13.9% | +17.6% |
| 30D | -17.9% | +24.0% | -42.0% | -23.0% |
| 3M | -30.4% | -11.7% | -18.7% | -29.5% |
| 6M | -11.4% | -10.3% | -1.1% | -12.1% |
| YTD | +48.8% | -36.5% | +85.2% | +57.5% |
| 1Y | +66.0% | -37.7% | +103.8% | +76.8% |
| 3Y | +158.8% | -67.6% | +226.4% | +227.7% |
| 5Y | +153.2% | -80.8% | +233.9% | +282.4% |
| 10Y | +1,370.6% | -51.3% | +1,421.9% | +1,479.4% |
| All | +3,393.8% | +279.0% | +3,114.8% | +1,576.7% |
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