+8,378.1%
AMD vs CHTR
-46.7%
+8,424.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.0% | -8.3% | -4.7% |
| 7D | +10.4% | -7.1% | +17.5% | +12.3% |
| 30D | +6.2% | -10.9% | +17.0% | +8.7% |
| 3M | +11.3% | +2.0% | +9.3% | +8.3% |
| 6M | +147.8% | -35.9% | +183.7% | +168.0% |
| YTD | +135.2% | -32.7% | +167.8% | +146.0% |
| 1Y | +215.7% | -46.6% | +262.2% | +261.3% |
| 3Y | +374.7% | -66.7% | +441.4% | +518.8% |
| 5Y | +378.7% | -82.1% | +460.8% | +754.4% |
| All | +8,378.1% | -46.7% | +8,424.8% | +8,380.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling