+4,524.5%
AMD vs CHTR
+237.3%
+4,287.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -6.2% | +17.2% | +12.8% |
| 7D | -11.0% | +5.9% | -16.9% | -13.2% |
| 30D | -30.5% | +10.4% | -40.9% | -33.4% |
| 3M | -8.2% | -25.0% | +16.8% | -2.4% |
| 6M | +6.6% | -24.6% | +31.1% | +11.1% |
| YTD | +109.7% | -43.4% | +153.1% | +128.7% |
| 1Y | +88.9% | -45.8% | +134.7% | +109.1% |
| 3Y | +301.8% | -71.6% | +373.4% | +441.1% |
| 5Y | +229.4% | -82.9% | +312.2% | +447.4% |
| 10Y | +6,745.1% | -52.8% | +6,797.9% | +6,987.2% |
| All | +4,524.5% | +237.3% | +4,287.2% | +1,326.6% |
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