+195.5%
AMGN vs CHTR
-44.7%
+240.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.7% | -5.0% | -2.0% |
| 7D | -13.7% | -4.1% | -9.6% | -13.1% |
| 30D | -8.8% | -3.0% | -5.8% | -8.6% |
| 3M | +7.2% | +4.8% | +2.4% | +5.5% |
| 6M | +1.3% | -35.0% | +36.3% | +7.8% |
| YTD | +17.6% | -30.2% | +47.8% | +23.0% |
| 1Y | +37.2% | -44.8% | +81.9% | +50.3% |
| 3Y | +57.7% | -66.6% | +124.3% | +87.2% |
| 5Y | +106.3% | -81.5% | +187.7% | +183.2% |
| All | +195.5% | -44.7% | +240.3% | +215.8% |
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