+65.7%
AMGN vs CHTR
-46.1%
+111.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.7% | -1.9% | +3.3% |
| 7D | +5.9% | +14.1% | -8.2% | +4.9% |
| 30D | +18.7% | +11.6% | +7.2% | +17.7% |
| 3M | +23.4% | -21.4% | +44.8% | +25.8% |
| 6M | +49.7% | -27.3% | +77.0% | +53.1% |
| YTD | +49.2% | -42.4% | +91.6% | +53.3% |
| 1Y | +65.7% | -45.6% | +111.3% | +75.1% |
| All | +65.7% | -46.1% | +111.8% | +75.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling